Norms of certain random matrices with dependent entries
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| 024 | 7 | 0 | |a 10.1515/156939703322003999 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/156939703322003999 | ||
| 100 | 1 | |a Niederhauser |D Beat M. |u Instituto de Matemática e Estatística, Universidade de São Paulo, São Paulo, Brasil, email: beat@ime.usp.br | |
| 245 | 1 | 0 | |a Norms of certain random matrices with dependent entries |h [Elektronische Daten] |c [Beat M. Niederhauser] |
| 520 | 3 | |a We consider certain random matrices with pairwise uncorrelated, but dependent entries, that do not belong to the Marchenko-Pastur ensemble (sample covariance matrices), and obtain bounds on their largest eigenvalue. The results show that the higher order correlations have a strong influence on the norm. While the proofs follow the well-known method of calculating the expectation of the trace of high powers of the matrices, the ensuing combinatorial problems are of a novel type. | |
| 540 | |a Copyright 2003, Walter de Gruyter | ||
| 773 | 0 | |t Random Operators and Stochastic Equations |d Walter de Gruyter |g 11/1(2003-03-01), 83-99 |x 0926-6364 |q 11:1<83 |1 2003 |2 11 |o rose | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/156939703322003999 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/156939703322003999 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Niederhauser |D Beat M. |u Instituto de Matemática e Estatística, Universidade de São Paulo, São Paulo, Brasil, email: beat@ime.usp.br | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Random Operators and Stochastic Equations |d Walter de Gruyter |g 11/1(2003-03-01), 83-99 |x 0926-6364 |q 11:1<83 |1 2003 |2 11 |o rose | ||
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| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||