Abstract: Random matrix theory (RMT) plays a crucial role in various scientific and engineering disciplines, providing powerful tools to model and analyze systems with inherent randomness. Extending ...

Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...

This is a preview. Log in through your library . Abstract The minimum chi-squared test is obtained for testing the hypothesis that the smallest r eigenvalues of an m × m correlation matrix are equal, ...

The constrained least-squares n × n-matrix problem where the feasibility set is the subspace of the Toeplitz matrices is analyzed. The general, the upper and lower triangular cases are solved by ...