Analog computers are systems that perform computations by manipulating physical quantities such as electrical current, that ...
We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...
Introduces linear algebra and matrices with an emphasis on applications, including methods to solve systems of linear algebraic and linear ordinary differential equations. Discusses vector space ...
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 ...