A statistical estimation for the maximal eigenvalue of matrix

MaRDI QIDQ1390476zbMATH OpenFDO

Authors S. Yu. Novak

Publication date 18 October 1998

Published in Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

Markov chainmaximal eigenvalue

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62P99)

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Cited in

(2)

• An optimization algorithm computing the maximal singular number of a real matrix
• Asymptotic eigenvalue estimation for a class of structured matrices

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