• DocumentCode
    2804338
  • Title

    On Random Matrix Theory for stationary processes

  • Author

    Solo, Victor

  • Author_Institution
    School of Electrical Engineering and Telecommunications, University of New South Wales, Sydney, AUSTRALIA
  • fYear
    2010
  • fDate
    14-19 March 2010
  • Firstpage
    3758
  • Lastpage
    3761
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics Speech and Signal Processing (ICASSP), 2010 IEEE International Conference on
  • Conference_Location
    Dallas, TX, USA
  • ISSN
    1520-6149
  • Print_ISBN
    978-1-4244-4295-9
  • Electronic_ISBN
    1520-6149
  • Type

    conf

  • DOI
    10.1109/ICASSP.2010.5495859
  • Filename
    5495859
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2804338