An improved estimate for the condition number anomaly of univariate Gaussian correlation matrices (Q3448211)

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An improved estimate for the condition number anomaly of univariate Gaussian correlation matrices
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    An improved estimate for the condition number anomaly of univariate Gaussian correlation matrices (English)
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    23 October 2015
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    Euclidean distance matrix
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    Gaussian correlation matrix
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    almost negative definite matrix
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    Kriging
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    radial basis functions
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    Vandermonde matrix
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    condition number anomaly
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    rank deficiency
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