Hankel高斯随机矩阵束的广义本征值的凝聚密度及其应用
On the condensed density of the generalized eigenvalues of pencils of Hankel Gaussian random matrices and applications
摘要：
考虑了Hankel矩阵的束，其元素具有非零均值和不相同协方差的联合高斯分布。近似的平方模的分布，其行列式的计算，允许得到一个封闭的形式近似的凝聚密度的广义本征值的铅笔。这一结果的影响，解决几个时刻的问题进行了讨论，并提供了一些数值例子。
英文摘要：
Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which allows to get a closed form approximation of the condensed density of the generalized eigenvalues of the pencils. Implications of this result for solving several moments problems are discussed and some numerical examples are provided.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
