Search for dissertations about: "spectral distribution"

Showing result 1 - 5 of 159 swedish dissertations containing the words spectral distribution.

  1. 1. On the asymptotic spectral distribution of random matrices : closed form solutions using free independence

    Author : Jolanta Maria Pielaszkiewicz; Dietrich von Rosen; Martin Singull; Maciej A. Nowak; Linköpings universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Spectral distribution; R-transform; Stieltjes transform; Free probability; Freeness; Asymptotic freeness; spectral distribution; free probability; freeness; asymptotic freeness;

    Abstract : The spectral distribution function of random matrices is an information-carrying object widely studied within Random matrix theory. In this thesis we combine the results of the theory together with the idea of free independence introduced by Voiculescu (1985). READ MORE

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

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

    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

  3. 3. Distribution Preserving Quantization

    Author : Minyue Li; W. Bastiaan Kleijn; Jan Østergaard; KTH; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Telecommunication; Telekommunikation;

    Abstract : In the lossy coding of perceptually relevant signals, such as sound and images, the ultimate goal is to achieve good perceived quality of the reconstructed signal, under a constraint on the bit-rate. Conventional methodologies focus either on a rate-distortion optimization or on the preservation of signal features. READ MORE

  4. 4. Some Markov Processes in Finance and Kinetics : Markov Processes

    Author : Mattias Sunden; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; CGMY process; Collision kernel; Direct simulation Monte Carlo; Diffusion approximation; Extreme value theory; Feller process; Generalized hyperbolic process; Generalized $z$-process; Infinitesimal generator; Laplace-Beltrami operator; L evy Processes; Long-tailed distribution; Kac equation; Kac model; Markov process; Semigroup; Semi-heavy tailed distirbution; Spectral gap; Subexponential distibrution; Superexponential distribution; Tauberian theorem; Thermostat.; Diffusion approximation;

    Abstract : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. READ MORE

  5. 5. Asymptotics of random matrices and matrix valued processes

    Author : Stefan Israelsson; Kurt Johansson; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; Mathematics; Random matrices; singular interaction; spectral distribution; fluctuation limit; distribution valued processes; MATEMATIK; MATHEMATICS; MATEMATIK; matematisk statistik; Mathematical Statistics;

    Abstract : This thesis contains three parts. In the first two papers we consider spectral properties of symmetric matrices with elements consisting of independent Ornstein Uhlenbeck processes. The eigenvalues behave as a particle system on the real line with singular interaction consisting of electrostatic repulsion and a linear restoring force. READ MORE