Abstract: The space-time covariance matrix derived from broadband multichannel data admits – unless the data emerges from a multiplexing operation – a parahermitian matrix eigenvalue decomposition ...

It has been known that the eigenvalues of a certain 2n × 2n matrix can be obtained by use of two smaller matrices of order n which can be easily constructed. An algorithm is given to obtain the ...

This is a preview. Log in through your library . Abstract We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We ...

Network analysis begins with data that describes the set of relationships among the members of a system. The goal of analysis is to obtain from the low-level relational data a higher-level description ...

Abstract: An analytic parahermitian matrix admits in almost all cases an eigenvalue decomposition (EVD) with analytic eigenvalues and eigenvectors. We have previously defined a discrete Fourier ...