ON STOCHASTIC-APPROXIMATION OF THE EIGENVECTORS AND EIGENVALUES OF THE EXPECTATION OF A RANDOM MATRIX

被引:336
作者
OJA, E [1 ]
KARHUNEN, J [1 ]
机构
[1] HELSINKI UNIV TECHNOL,DEPT TECH PHYS,SF-02150 ESPOO 15,FINLAND
关键词
D O I
10.1016/0022-247X(85)90131-3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:69 / 84
页数:16
相关论文
共 21 条
[1]  
Anderson TW., 1958, INTRO MULTIVARIATE S
[2]   ON GENERALIZED KARHUNEN-LOEVE EXPANSION [J].
CHIEN, YT ;
FU, KS .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1967, 13 (03) :518-+
[3]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[4]  
Hale JK., 1969, ORDINARY DIFFERENTIA
[5]  
KARHUNEN J, 1981, 2ND P SCAND C IM AN, P152
[6]  
KARHUNEN J, 1982, 6TH P INT C PATT REC, P550
[7]  
KOHONEN T, 1980, 5 P ICPR MIAM BEACH, P158
[8]  
Krasulina T. P., 1970, AUTOMAT REM CONTR+, V2, P215
[9]  
Kushner H. J., 1978, STOCHASTIC APPROXIMA
[10]  
LARIMORE MG, 1980, 14TH P AS C CIRC SYS, P258