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Correlation functions and quantized noise in mesoscopic

✍ Scribed by Tilmann Kuhn; Lino Reggiani; Luca Varani


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
401 KB
Volume
11
Category
Article
ISSN
0749-6036

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Signal and noise in correlation matrix
✍ Z. Burda; A. GΓΆrlich; A. Jarosz; J. Jurkiewicz πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 402 KB

Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance (correlation) matrix. Results can be applied in various problems where