🔸 “Eigenvalue and Eigenvector Statistics in Time Series Analysis”
How noise reshapes the spectral decomposition of correlated signals
#signalprocessing #randommatrixtheory
https://t.co/RLtP5WvcIY
How noise reshapes the spectral decomposition of correlated signals
#signalprocessing #randommatrixtheory
https://t.co/RLtP5WvcIY
arXiv.org
Eigenvalue and Eigenvector Statistics in Time Series Analysis
The study of correlated time-series is ubiquitous in statistical analysis,
and the matrix decomposition of the cross-correlations between time series is a
universal tool to extract the principal...
and the matrix decomposition of the cross-correlations between time series is a
universal tool to extract the principal...