Search for dissertations about: "Marchenko-Pastur law"

Found 1 swedish dissertation containing the words Marchenko-Pastur law.

2. 1. Contributions to High–Dimensional Analysis under Kolmogorov Condition

   Author : Jolanta Maria Pielaszkiewicz; Dietrich von Rosen; Martin Singul; Thomas Holgersson; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Eigenvalue distribution; free moments; free Poisson law; Marchenko-Pastur law; random matrices; spectral distribution; Wishart matrix; Mathematics; Matematik;

   Abstract : This thesis is about high–dimensional problems considered under the so{called Kolmogorov condition. Hence, we consider research questions related to random matrices with p rows (corresponding to the parameters) and n columns (corresponding to the sample size), where p > n, assuming that the ratio  converges when the number of parameters and the sample size increase. READ MORE