This is a preview. Log in through your library . Abstract We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We ...

The well-known error estimates for the numerical computation of eigenvalues of symmetric integral equations are extended to the computation of the eigenvectors. The ...

Network analysis begins with data that describes the set of relationships among the members of a system. The goal of analysis is to obtain from the low-level relational data a higher-level description ...

where A is an arbitrary square numeric matrix for which eigenvalues and eigenvectors are to be calculated. The following are properties of the unsymmetric real eigenvalue problem, in which the real ...

Correction: The original version of this article incorrectly stated that eigenvalues are the magnitudes of eigenvectors. In fact, eigenvalues are scalars that are multiplied with eigenvectors. This ...