Bunches of random cross-correlated sequences (Q2866164)

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Bunches of random cross-correlated sequences
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    Bunches of random cross-correlated sequences (English)
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    13 December 2013
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    random cross-correlated sequences
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    inverse Fourier transformation
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    convolution method
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    Rice convolution method
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    correlation matrix decompostion
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    spectral decomposition
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    Cholesky decomposition
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    LDL factorization
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