The largest eigenvalue of large random matrices and its application
This thesis is concerned about the asymptotic behavior of the largest eigenvalues for some random matrices and their applications for high-dimensional data analysis. The first type of random matrix is the F-type matrix. More precisely, let $\bbA_p=\frac{\bbY\bbY^*}{m}$ and $\bbB_p=\frac{\bbX\b...
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| Format: | Thesis |
| Language: | English |
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2016
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| Online Access: | http://hdl.handle.net/10356/69019 |