title: A study on the empirical distribution of the scaled Hankel matrix eigenvalues.
abstract: The empirical distribution of the eigenvalues of the matrix XX(T) divided by its trace is evaluated, where X is a random Hankel matrix. The distribution of eigenvalues for symmetric and nonsymmetric distributions is assessed with various criteria. This yields several important properties with broad application, particularly for noise reduction and filtering in signal processing and time series analysis.
authors.affiliation: The Statistical Research Centre, Bournemouth University, Bournemouth BH8 8EB, UK ; Institute for International Energy Studies (IIES), 65, Sayeh St., Vali-e-Asr Ave., Tehran 1967743 711, Iran.
authors.forename: Hossein
authors.initials: H
authors.lastname: Hassani
authors.affiliation: The Statistical Research Centre, Bournemouth University, Bournemouth BH8 8EB, UK.
authors.forename: Nader
authors.initials: N
authors.lastname: Alharbi
authors.affiliation: The Statistical Research Centre, Bournemouth University, Bournemouth BH8 8EB, UK.
authors.forename: Mansi
authors.initials: M
authors.lastname: Ghodsi
keywords: Eigenvalue; Hankel matrix; Noise reduction; Random process; Time series