Essays about: "slumpmatriser"

Found 2 essays containing the word slumpmatriser.

  1. 1. A Review of Gaussian Random Matrices

    University essay from Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakulteten

    Author : Kasper Andersson; [2020]
    Keywords : Random Matrix Theory; Gaussian Ensembles; Covariance; Wishart Ensembles; PCA; Neural Networks; Slumpmatristeori; Gaussian Ensembles; Kovarians; Wishart Ensembles; PCA; Neuronnät;

    Abstract : While many university students get introduced to the concept of statistics early in their education, random matrix theory (RMT) usually first arises (if at all) in graduate level classes. This thesis serves as a friendly introduction to RMT, which is the study of matrices with entries following some probability distribution. READ MORE

  3. 2. Limiting Behavior of the Largest Eigenvalues of Random Toeplitz Matrices

    University essay from KTH/Matematik (Inst.)

    Author : Samuel Modée; [2019]
    Keywords : Random matrix; Toeplitz matrix; largest eigenvalues; eigenvectors; slumpmatriser; Toeplitz matrices; största egenvärde; egenvektorer;

    Abstract : We consider random symmetric Toeplitz matrices of size n. Assuming that the entries on the diagonals are independent centered random variables with finite γ-th moment (γ>2), a law of large numbers is established for the largest eigenvalue. READ MORE