In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated. The closed-form ...
The transmission eigenvalue problem is an eigenvalue problem that arises in the scattering of time-harmonic waves by an inhomogeneous medium of compact support. Based on a fourth order formulation, ...
High-order Markov chain models extend the conventional framework by incorporating dependencies that span several previous states rather than solely the immediate past. This extension allows for a ...
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