A diffusion equation for the density of the ratio of two jointly distributed Gaussian variables and the exponential analysis problem (Articolo in rivista)

Type

• Prodotto della ricerca (Classe)
• Articolo in rivista (Classe)

Label

• A diffusion equation for the density of the ratio of two jointly distributed Gaussian variables and the exponential analysis problem (Articolo in rivista) (literal)

Anno

• 2012-01-01T00:00:00+01:00 (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi

• 10.1137/110835323 (literal)

Alternative label

• Piero Barone (2012)
  A diffusion equation for the density of the ratio of two jointly distributed Gaussian variables and the exponential analysis problem
  in SIAM journal on scientific computing (Print)
  (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori

• Piero Barone (literal)

Pagina inizio

• A1053 (literal)

Pagina fine

• A1078 (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#url

• http://www.siam.org/journals/sisc/34-2/83532.html (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume

• 34 (literal)

Rivista

• SIAM journal on scientific computing (Rivista)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#pagineTotali

• 26 (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroFascicolo

• 2 (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni

• IAC-CNR (literal)

Titolo

• A diffusion equation for the density of the ratio of two jointly distributed Gaussian variables and the exponential analysis problem (literal)

Abstract

• It is shown that the density of the ratio of two random variables with the same variance and joint Gaussian density satisfies a nonstationary diffusion equation. Implications of this result for adaptive kernel density estimation of the condensed density of the generalized eigenvalues of a random matrix pencil useful for solving the exponential analysis problem are discussed. (literal)

Prodotto di

• Istituto per le applicazioni del calcolo \"Mauro Picone\" (IAC) (Istituto)

Autore CNR

• PIERO BARONE (Persona)

Insieme di parole chiave

• Keywords of "A diffusion equation for the density of the ratio of two jointly distributed Gaussian variables and the exponential analysis problem" (Insieme di parole chiave)

Incoming links:

Autore CNR di

• PIERO BARONE (Persona)

Prodotto

• Istituto per le applicazioni del calcolo \"Mauro Picone\" (IAC) (Istituto)
• http://www.cnr.it/ontology/cnr/individuo/modulo/ID6823

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#rivistaDi

• SIAM journal on scientific computing (Rivista)

Insieme di parole chiave di

• Keywords of "A diffusion equation for the density of the ratio of two jointly distributed Gaussian variables and the exponential analysis problem" (Insieme di parole chiave)