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Conference papers

Free Deconvolution for Signal Processing Applications

Abstract : 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 large, free probability theory is an invaluable tool for describing the asymptotic behaviour of many systems. It will be explained how free probability can be used to estimate covariance matrices. Multiplicative free deconvolution is shown to be a method which can aid in expressing limit eigenvalue distributions for sample covariance matrices, and to simplify estimators for eigenvalue distributions of covariance matrices.
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Contributor : Samir Medina Perlaza Connect in order to contact the contributor
Submitted on : Monday, May 19, 2008 - 11:07:26 AM
Last modification on : Monday, December 14, 2020 - 12:28:42 PM


  • HAL Id : hal-00280516, version 1



Øyvind Ryan, Merouane Debbah. Free Deconvolution for Signal Processing Applications. 2007 IEEE International Symposium on Information Theory, Jun 2007, Nice, France. ⟨hal-00280516⟩



Les métriques sont temporairement indisponibles