On eigenvalue distributions of large autocovariance matrices (Q2094572)
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On eigenvalue distributions of large autocovariance matrices (English)
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31 October 2022
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Girko's Hermitization principle
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eigenvalue distribution
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large autocovariance matrix
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least singular value
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0.8494354486465454
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0.8228545784950256
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0.8202471137046814
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0.8176724314689636
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0.8002861142158508
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