Fast algorithms for Brownian matrices

DOI10.1109/TASSP.1983.1164078zbMATH Open0564.65097OpenAlexW2156036479MaRDI QIDQ3678635FDOQ3678635

Authors: Bernard Picinbono 

Publication date: 1983

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tassp.1983.1164078

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zbMATH Keywords

covariance matrixBrownian motionToeplitz matricesdigital signal processingBrownian matrixnonstationary signals

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Brownian motion (60J65)

Cited In (5)

• Linear complexity algorithms for semiseparable matrices
• The Hadamard product of two Brownian matrices: Analytic inverse and determinant
• Title not available (Why is that?)
• Brownian matrices: properties and extensions
• Quickest search over Brownian channels

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