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Least-Squares Covariance Matrix Adjustment
matrix nearness problems covariance matrix least-squares
2015/7/10
We consider the problem of finding the smallest adjustment to a given symmetric n by n matrix, as measured by the Euclidean or Frobenius norm, so that it satisfies some given linear equalities and ine...
The Covariance Function of a Regenerative Process
Regenerative process renewal function stationary process steady-state simulation
2015/7/8
In this paper, we develop regenerative representations for the covariance function of both a non-delayed regenerative process and a stationary regenerative process. These results are used to obtain co...