Sökning: "slumpmatriser"
Hittade 2 uppsatser innehållade ordet slumpmatriser.
1. A Review of Gaussian Random Matrices
Kandidat-uppsats, Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakultetenSammanfattning : While many university students get introduced to the concept of statistics early in their education, random matrix theory (RMT) usually first arises (if at all) in graduate level classes. This thesis serves as a friendly introduction to RMT, which is the study of matrices with entries following some probability distribution. LÄS MER
2. Limiting Behavior of the Largest Eigenvalues of Random Toeplitz Matrices
Master-uppsats, KTH/Matematik (Inst.)Sammanfattning : We consider random symmetric Toeplitz matrices of size n. Assuming that the entries on the diagonals are independent centered random variables with finite γ-th moment (γ>2), a law of large numbers is established for the largest eigenvalue. LÄS MER