Title :
On Random Matrix Theory for stationary processes
Author_Institution :
School of Electrical Engineering and Telecommunications, University of New South Wales, Sydney, AUSTRALIA
Abstract :
Random Matrix Theory has generated tremendous interest in recent years, partly from powerful results developed for multi-user detection theory but also for growing applications in statistics, signal processing and econometrics. However the current theory has emphasized white noise data. In this paper we present for the first time some results applicable to temporally stationary processes.
Keywords :
Australia; Covariance matrix; Econometrics; Eigenvalues and eigenfunctions; Electrostatic discharge; Multiuser detection; Power generation; Signal generators; Signal processing; Statistics; Stieltjes transform; random matrix theory; stationary process;
Conference_Titel :
Acoustics Speech and Signal Processing (ICASSP), 2010 IEEE International Conference on
Conference_Location :
Dallas, TX, USA
Print_ISBN :
978-1-4244-4295-9
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2010.5495859
