Here are three examples that we will consider. In each case, we have pre-computed the eigenvalues and eigenvectors (check them yourself). \[ A = \begin{bmatrix} 2 & 2 ...
The well-known error estimates for the numerical computation of eigenvalues of symmetric integral equations are extended to the computation of the eigenvectors. 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 ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback