#### Extreme eigenvalues of m-dependent heavy-tailed matrices = 종속성이 있는 두터운 꼬리 랜덤 행렬에서 최대 고유 값들의 분포

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We analyze the largest eigenvalue statistics of two standard types of symmetric random matrix models having entry-wise regularly varying tail distributions with parameter 0 < $\alpha$ < 4. Our analysis extends results in the previous literature for symmetric matrices with independent entries above the diagonal, by allowing for m-dependence between the entries of a given matrix. We prove that the limiting point process of extreme eigenvalues is a Poisson cluster process.
Jund, Paulresearcher정폴researcher
Description
한국과학기술원 :수리과학과,
Publisher
한국과학기술원
Issue Date
2019
Identifier
325007
Language
eng
Description

학위논문(박사) - 한국과학기술원 : 수리과학과, 2019.8,[iii, 35 p. :]

Keywords

heavy-tailed matrices▼apoisson cluster process▼aregular variation▼asample covariance matrices▼arandom matrices; 랜덤 행렬▼a푸아송 다발 과정▼a정칙 변동▼a표본 공분산 행렬

URI
http://hdl.handle.net/10203/283242