Matches in DBpedia 2014 for { <http://dbpedia.org/resource/Marchenko–Pastur_distribution> ?p ?o. }
Showing items 1 to 11 of
11
with 100 items per page.
- Marchenko–Pastur_distribution abstract "In random matrix theory, the Marchenko–Pastur distribution, or Marchenko–Pastur law, describes the asymptotic behavior of singular values of large rectangular random matrices. The theorem is named after Ukrainian mathematicians Vladimir Marchenko and Leonid Pastur who proved this result in 1967.If denotes a random matrix whose entries are independent identically distributed random variables with mean 0 and variance , let and let be the eigenvalues of (viewed as random variables). Finally, consider the random measure Theorem. Assume that so that the ratio . Then (in weak* topology in distribution), where and with The Marchenko–Pastur law also arises as the free Poisson law in free probability theory, having rate and jump size .".
- Marchenko–Pastur_distribution wikiPageID "25115911".
- Marchenko–Pastur_distribution wikiPageRevisionID "595851734".
- Marchenko–Pastur_distribution subject Category:Probability_distributions.
- Marchenko–Pastur_distribution subject Category:Random_matrices.
- Marchenko–Pastur_distribution comment "In random matrix theory, the Marchenko–Pastur distribution, or Marchenko–Pastur law, describes the asymptotic behavior of singular values of large rectangular random matrices. The theorem is named after Ukrainian mathematicians Vladimir Marchenko and Leonid Pastur who proved this result in 1967.If denotes a random matrix whose entries are independent identically distributed random variables with mean 0 and variance , let and let be the eigenvalues of (viewed as random variables).".
- Marchenko–Pastur_distribution label "Marchenko–Pastur distribution".
- Marchenko–Pastur_distribution sameAs Marchenko%E2%80%93Pastur_distribution.
- Marchenko–Pastur_distribution sameAs Q6756972.
- Marchenko–Pastur_distribution sameAs Q6756972.
- Marchenko–Pastur_distribution wasDerivedFrom Marchenko–Pastur_distribution?oldid=595851734.