We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...

A theorem of U. Grenander and G. Szegö on Toeplitz matrices is generalized. A new method is proposed for investigating eigenvalue distribution of Toeplitz matrices. Journal Information This monthly ...

Ecologists are fascinated by the prevalence of nestedness in biogeographic and community data, where it is thought to promote biodiversity in mutualistic systems. Traditionally, nestedness has been ...

M.Sc. in Applied Mathematics, Technion (Israel Institute of Technology) Ph.D. in Applied Mathematics, Caltech (California Institute of Technology) [1] A. Melman (2023): “Matrices whose eigenvalues are ...