Random Matrix Theory (RMT)
A random matrix theory approach to complex networks
... through Random Matrix Theory ...of matrix ensem- ...of random matrices are shown and the connections and the differences between them are ...Probability theory. It is exposed how ...
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Random matrix theory and fund of funds portfolio optimisation
... correlation matrix which often has to be estimated using a relatively small sample of monthly returns data which induces ...of random matrix theory (RMT) are applied to a cross-correlation ...
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Gap probabilities in non-Hermitian random matrix theory
... non-Hermitian Random Matrix Theory ...2 matrix kernel containing a single pre-kernel of skew orthogonal polynomials in the complex plane which is much simpler than the three pre-kernels in the ...
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A review of random matrix theory with an application to biological data
... the random matrix theory (RMT) pruning method has a dedicated portion by itself in the last section of this literature review, since it is the focus of this ...
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Analysis of Cross Correlations in Emerging Markets Using Random Matrix Theory
... that random matrix theory could be very useful in options trading, hedging and in the management of risks asso- ciated with a portfolio of ...
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Using random matrix theory to determine the intrinsic dimension of a hyperspectral image
... Abstract Determining the intrinsic dimension of a hyperspectral image is an important step in the spectral unmixing process, since under- or over- estimation of this number may lead to incorrect unmixing for unsupervised ...
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Uncovering functional signature in neural systems via random matrix theory
... on Random Matrix Theory ...inherently random and non-periodic pattern, and extends it to the case where arbitrarily structured temporal trends are ...of random correlation matrices ...
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Moments of the transmission eigenvalues, proper delay times and random matrix theory II
... I. INTRODUCTION A quantum dot is often modelled by a two-dimensional billiard with holes on the boundary, whose sizes are proportional to the number of quantum channels in the leads. Because of the meso- scopic ...
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Moments of the transmission eigenvalues, proper delay times and random matrix theory II
... I. INTRODUCTION A quantum dot is often modelled by a two-dimensional billiard with holes on the boundary, whose sizes are proportional to the number of quantum channels in the leads. Because of the meso- scopic ...
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Cross Correlation of Intra day Stock Prices in Comparison to Random Matrix Theory
... highly random time series data, such as a set of stock prices in a stock ...is random, and compare the eigenvalue spectrum of cross correlation matrix of a large set of random time series, to ...
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Eigenvalue-based Detection Techniques Using Finite Dimensional Complex Random Matrix Theory: A Review
... detectors. Random matrix theory (RMT) is a useful tool which is applicable across a large number of fields and in the last decade, a considerable applications in signal detection has ...
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Random matrix theory for advanced communication systems.
... large random matrix theory which are able to take these characteristics into ...of random matrix theory originate from this ...of random unitary ...
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Random matrix theory of the proximity effect in disordered wires
... Random matrix theory of the proximity effect in disordered wires M. Titov and H. Schomerus Max-Planck-Institut fu¨r Physik komplexer Systeme, No¨thnitzer Strasse 38, 01187 Dresden, Germany 共 Received ...
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Hierarchical Beamforming in CRAN Using Random Matrix Theory
... apply random matrix theory to obtain deterministic approximations of the useful power, intra-cell and inter-cell interference power at every ...
Random-matrix theory of thermal conduction in superconducting quantum dots.
... The Landauer approach to quantum transport 1–3 relates a transport property 共such as the electrical or thermal conduc- tance兲 to the eigenvalues T n of the transmission matrix prod- uct tt † . If transport takes ...
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Random matrix theory applied to low rank stap detection
... covariance matrix is consistent when the number of secondary data K tends to infinity for a fixed data dimension m but not consistent when m and K both tend to infinity at the same rate, ...of random ...
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From Random Matrix Theory to Coding Theory : Volume of a Metric Ball in Unitary Group
... from random matrix ...to matrix-variate hypergeometric functions and Szeg˝o’s strong limit theorem lead independently from the finite size formula to an asymptotic ...
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Extension of Random Matrix Theory to the L-moments for Robust Portfolio Allocation
... noise. Random matrix theory developed by physicians in order to understand the energy process for which sources are unknown (see Edelman, 1989), gives a solution for filtering ...of Random ...
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Performances of Low Rank Detectors Based on Random Matrix Theory with Application to STAP
... covariance matrix is consistent when the number of secondary data K tends to infinity for a fixed data dimension m but not consistent when m and K both tend to infinity at the same rate, ...of random ...
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Performance of Statistical Tests for Single Source Detection using Random Matrix Theory
... covariance matrix and its normalized trace. Using recent results from random matrix theory, a practical way to evaluate the threshold and the p-value of the test is provided in the asymptotic ...
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