Skip to Main content Skip to Navigation
New interface
Journal articles

On the asymptotic behaviour of the eigenvalue distribution of block correlation matrices of high-dimensional time series

Document type :
Journal articles
Complete list of metadata

https://hal.archives-ouvertes.fr/hal-02543994
Contributor : Philippe Loubaton Connect in order to contact the contributor
Submitted on : Thursday, January 14, 2021 - 1:53:16 PM
Last modification on : Thursday, September 29, 2022 - 10:47:31 AM

File

revised-version-submitted.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-02543994, version 2

Collections

Citation

Philippe Loubaton, Xavier Mestre. On the asymptotic behaviour of the eigenvalue distribution of block correlation matrices of high-dimensional time series. Random Matrices: Theory Appl., In press. ⟨hal-02543994v2⟩

Share

Metrics

Record views

56

Files downloads

60