Moment Approach for Quantitative Evaluation of Randomness Based on RMT Formula

Smart Innovation, Systems and Technologies

Volumn 16, Issue , 2012, Pages 423-432

  Tanaka Yamawaki, Mieko ^a   Yang, Xin ^a   Itoi, Ryota ^a  

^a TOTTORI UNIVERSITY   (Japan)

Author keywords

Eigenvalues of cross correlation matrix; Marcenko Pastur distribution; Moment analysis; Randomness measure; RMT test

Indexed keywords

CROSS CORRELATION MATRICES; MARCENKO-PASTUR DISTRIBUTION; MOMENT ANALYSIS; RANDOMNESS MEASURE; RMT TESTS;

EIGENVALUES AND EIGENFUNCTIONS; RANDOM PROCESSES; RANDOM VARIABLES;

MATRIX ALGEBRA;

EID: 84879071638     PISSN: 21903018     EISSN: 21903026     Source Type: Book Series    
DOI: 10.1007/978-3-642-29920-9_43     Document Type: Article

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