Abstract: Random matrix theory (RMT) plays a crucial role in various scientific and engineering disciplines, providing powerful tools to model and analyze systems with inherent randomness. Extending ...

Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...

This is a preview. Log in through your library . Abstract We introduce a new random matrix model called the distance covariance matrix, the normalized trace of which is equivalent to the distance ...

Abstract: An analytic parahermitian matrix admits in almost all cases an eigenvalue decomposition (EVD) with analytic eigenvalues and eigenvectors. We have previously defined a discrete Fourier ...