This is a preview. Log in through your library . Publisher Information "The Society for Industrial and Applied Mathematics is a leading international association for applied mathematics, and its ...

The Monthly publishes articles, as well as notes and other features, about mathematics and the profession. Its readers span a broad spectrum of mathematical interests, and include professional ...

Correction: The original version of this article incorrectly stated that eigenvalues are the magnitudes of eigenvectors. In fact, eigenvalues are scalars that are multiplied with eigenvectors. This ...

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In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated. The closed-form ...