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The Asymptotic Distributions of the Largest Entries of Sample Correlation Matrices under an α-mixing Assumption
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作者 Hao Zhu ZHAO Yong ZHANG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2022年第11期2039-2056,共18页
Let{Xk,i;k≥1,i≥1}be an array of random variables,{Xk;k≥1}be a strictly stationaryα-mixing sequence,where Xk=(Xk,1,Xk,2,...).Let{pn;n≥1}be a sequence of positive integers such that c1≤p n n≤c2,where c1,c2>0.I... Let{Xk,i;k≥1,i≥1}be an array of random variables,{Xk;k≥1}be a strictly stationaryα-mixing sequence,where Xk=(Xk,1,Xk,2,...).Let{pn;n≥1}be a sequence of positive integers such that c1≤p n n≤c2,where c1,c2>0.In this paper,we obtain the asymptotic distributions of the largest entries Ln=max1≤i<j≤pn|ρ(n)ij|of the sample correlation matrices,whereρ(n)ij denotes the Pearson correlation coefficient between X(i)and X(j),X(i)=(X1,i,X2,i,...).The asymptotic distributions of Ln is derived by using the Chen–Stein Poisson approximation method. 展开更多
关键词 Sample correlation matrices α-mixing sequence Chen-Stein method
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On Finite Rank Operators in CSL Algebras Ⅱ 被引量:2
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作者 Lu Shijie (Department of Mathematics,Zhejiang University,Hangzhou 310027,China) 《Acta Mathematica Sinica,English Series》 SCIE CSCD 1997年第3期321-326,共6页
For finite rank operators in a commutative subspace lattice algebra alg(?)we introduce the concept of correlation matrices,basing on which we prove that a finite rank operator in alg(?)can be written as a finite sum o... For finite rank operators in a commutative subspace lattice algebra alg(?)we introduce the concept of correlation matrices,basing on which we prove that a finite rank operator in alg(?)can be written as a finite sum of rank-one operators in alg(?),if it has only finitely many different correlation matrices.Thus we can recapture the results of J.R.Ringrose,A.Hopenwasser and R.Moore as corollaries of our theorems. 展开更多
关键词 CSL algebras Finite rank operators Correlation matrices
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