The exponential of a matrix and the spectral decomposition of a matrix can be computed knowing nothing more than the eigenvalues of the matrix and the Cayley-Hamilton theorem. The arrangement of the ...
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 ...
This is a preview. Log in through your library . Abstract Let Z(t)=(Z1(t),⋯,Zk(t)) be an indecomposable critical k-type age-dependent branching process with generating function F(s, t). Denote the ...
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