Essays about: "Wishart Matrices"

Found 3 essays containing the words Wishart Matrices.

  1. 1. Antieigenvalues of Wishart Matrices

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

    Author : Simon Calderon; [2020]
    Keywords : Antieignvalues; Wishart matrix; Hypergeometric function; Multivariate statistics;

    Abstract : In this thesis we derive the distribution for the first antieigenvalue for a random matrix with distribution W ∼ Wp(n, Ip) for p = 2 and p = 3. For p = 2 we present a proof that the first antieigenvalue has distribution β((n−1)/2, 1). READ MORE

  3. 2. 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

  4. 3. Limiting Spectral Distribution and Capacity of MIMO Systems

    University essay from Linköpings universitet/Matematiska institutionen; Linköpings universitet/Tekniska fakulteten

    Author : Simon Jönsson; [2017]
    Keywords : Random Matrices; Statistical Theory; MIMO systems; Wigner Matrices; Wishart Matrices; Spectral Distribution; Channel Capacity;

    Abstract : In this thesis we will brush through fundamental multivariate statistical theory and then present MIMO-systems briefly in order to later calculate the channel capacity of a MIMO system. After theory has been presented we will then look at different properties of the channel capacity and then investigate a supposed MIMO system dataset and use standardized methods to verify it’s model. READ MORE