JSTOR Daily

The Eigenvalues of the Empirical Transition Matrix of a Markov Chain

Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...
Santa Clara University

Melman, Aaron

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 ...
JSTOR Daily

The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model

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 ...
Simon Fraser University

Computational Problems

Analyzing a covariance matrix including high variances in the diagonal and using bad initial estimates for the parameters can easily lead to arithmetic overflows in the first iterations of the ...
OfficeChai

GPT-5 Thinking Wrote The Key Technical Step In Our New Paper: Quantum Computing Researcher Scott Aaronson

AI systems are already beginning to help with research that only a handful of humans understand in the first place. In a ...