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Volumn 10 SIST, Issue , 2011, Pages 589-596

Testing randomness by means of RMT formula

Author keywords

Correlation; Eigenvalue distribution; LCG; MT; Randomness; RMT test

Indexed keywords

EIGENVALUE DISTRIBUTIONS; LCG; MT; RANDOMNESS; RMT-TEST;

EID: 84866340223     PISSN: 21903018     EISSN: 21903026     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-642-22194-1_58     Document Type: Conference Paper
Times cited : (9)

References (14)
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    • Mersenne Twister: A 623-dimensionally equidistributed uniform pseudorandom number generator
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    • 3rd edn. Academic Press, London
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  • 7
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    • Distribution of eigenvalues for some sets of random matrices
    • Marcenko, V.A., Pastur, L.A.: Distribution of eigenvalues for some sets of random matrices. Mathematics of the USSR-Sbornik 1(4), 457-483 (1994)
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    • Distribution of singular values for some random matrices
    • Sengupta, A.M., Mitra, P.P.: Distribution of singular values for some random matrices. Physical Review E 60, 3389 (1999)
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    • Extracting principal components from pseudo-random data by using random matrix theory
    • Setchi, R., Jordanov, I., Howlett, R.J., Jain, L.C. (eds.). Springer, Heidelberg
    • Tanaka-Yamawaki, M.: Extracting principal components from pseudo-random data by using random matrix theory. In: Setchi, R., Jordanov, I., Howlett, R.J., Jain, L.C. (eds.) KES 2010. LNCS, vol. 6278, pp. 602-611. Springer, Heidelberg (2010)
    • (2010) KES 2010. LNCS , vol.6278 , pp. 602-611
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  • 14
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    • Cross correlation of intra-day stock prices in comparison to random matrix theory
    • Tanaka-Yamawaki, M.: Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory, Intelligent Information Management (2011), http://www.scrp.org
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    • Tanaka-Yamawaki, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.