Universal analytic properties of noise: introducing theJ-matrix formalism

DOI10.1088/1751-8113/42/36/365202zbMath1177.94041arXiv0807.3101OpenAlexW2088230218MaRDI QIDQ3650364

Luca Perotti, Daniel Bessis

Publication date: 14 December 2009

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.3101

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Application of orthogonal and other special functions (94A11)

Related Items (6)

Noise in the complex plane: Open problems ⋮ Matrix methods for Padé approximation: numerical calculation of poles, zeros and residues ⋮ ON THE UNIVERSALITY OF THE DISTRIBUTION OF THE GENERALIZED EIGENVALUES OF A PENCIL OF HANKEL RANDOM MATRICES ⋮ Computing high precision matrix Padé approximants ⋮ Truncations of a class of pseudo-Hermitian tridiagonal matrices ⋮ Random perturbations of matrix polynomials

This page was built for publication: Universal analytic properties of noise: introducing theJ-matrix formalism