A statistical estimation for the maximal eigenvalue of matrix

zbMATH Open0946.62077MaRDI QIDQ1390476FDOQ1390476

Authors: S. Yu. Novak 

Publication date: 18 October 1998

Published in: Russian Mathematics (Search for Journal in Brave)

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zbMATH Keywords

Markov chainmaximal eigenvalue

Mathematics Subject Classification ID

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

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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