Linear Algebra and its Applications, ( ISI ), Volume (561), Year (2019-1) , Pages (24-40)

Title : ( Weighted distributions of eigenvalues )

Authors: Mohammad Arashi , A. Bekker , J. van Niekerk ,

Access to full-text not allowed by authors

Citation: BibTeX | EndNote

Abstract

In this article, the weighted version of a probability density function is considered as a mapping of the original distribution. Generally, the properties of the distribution of a random matrix and the distributions of its eigenvalues are closely related. Therefore, the weighted versions of the distributions of the eigenvalues of the Wishart distribution are introduced and their properties are discussed. We propose the concept of rotation invariance for the weighted distributions of the eigenvalues of the Wishart and non-central Wishart distributions. We also introduce here, the concept of a “mirror”, meaning, looking at the distribution of a random matrix through the distribution of its eigenvalues. Some graphical representations are given, to visualize the weighted distributions of the eigenvalues for specific cases.

Keywords

, Form-invariance, Eigenvalue, Random matrices, Rotation invariance, Wishart distribution, Zonal polynomial
برای دانلود از شناسه و رمز عبور پرتال پویا استفاده کنید.

@article{paperid:1081519,
author = {Arashi, Mohammad and A. Bekker and J. Van Niekerk},
title = {Weighted distributions of eigenvalues},
journal = {Linear Algebra and its Applications},
year = {2019},
volume = {561},
month = {January},
issn = {0024-3795},
pages = {24--40},
numpages = {16},
keywords = {Form-invariance; Eigenvalue; Random matrices; Rotation invariance; Wishart distribution; Zonal polynomial},
}

[Download]

%0 Journal Article
%T Weighted distributions of eigenvalues
%A Arashi, Mohammad
%A A. Bekker
%A J. Van Niekerk
%J Linear Algebra and its Applications
%@ 0024-3795
%D 2019

[Download]