학술논문
THE INVERSION FORMULA OF THE STIELTJES TRANSFORM OF SPECTRAL DISTRIBUTION
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- 영문명
- 발행기관
- 충청수학회
- 저자명
- Sang Il Choi
- 간행물 정보
- 『Journal of the Chungcheong Mathematical Society』Volume 22, No. 3, 519~524쪽, 전체 6쪽
- 주제분류
- 자연과학 > 자연과학일반
- 파일형태
- 발행일자
- 2009.09.30
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국문 초록
영문 초록
In multivariate analysis, the inversion formula of the Stieltjes transform is used to ¯nd the density of a spectral distribution of random matrices of sample covariance type. Let Bn = 1 nY Tm TmYm where Ym =[Yij ]m£n is with independent, identically distributed entries and Tm is an m £ m symmetric nonnegative de¯nite random matrix independent of the Yij s. In the present paper, using the inversion formula of the Stieltjes transform, we will ¯nd the density function of the limiting distribution of Bn away from zero.
목차
1. Introduction
2. Stieltjes transform and inversion formula
References
키워드
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