A SHORT NOTE ON THE PATTERN OF THE SINGULAR
VALUES OF A SCALED RANDOM HANKEL MATRIX
Hossein Hassani1, Nader Alharbi2, Mansi Ghodsi3
1,2,3Statistical Research Centre
Business School
Bournemouth University, 89, Holdenhnrst Road
Bournemonth, BH8 8EB, UK
Abstract. This note considers some of the properties and studies the distribution of the eigenvalues of the matrix X XTdivided by its trace, where X is a Hankel random matrix. The results make a novel contribution in the area of signal processing and noise reduction.
AMS Subject classification: 15A18, 15A99, 15B05, 15B52
Keywords and phrases: Hankel matrix, eigenvalue, singular value, random process, noise


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DOI: 10.12732/ijam.v27i3.4

Volume: 27
Issue: 3
Year: 2014