3 search results - page 1 / 1 » On the limiting spectral distribution of the covariance matr... |
MA
2010
Springer
13 years 3 months ago
2010
Springer
We consider two continuous-time Gaussian processes, one being partially correlated to a time-lagged version of the other. We first give the limiting spectral distribution for the ...
CORR
2007
Springer
13 years 4 months ago
2007
Springer
—Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get la...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
Gaussian mixture models (GMMs) are commonly used to model the spectral distribution of speech signals for text-independent speaker verification. Mean vectors of the GMM, used in c...