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The structure of matrices which are the inverse of the correlation matrices of random vector processes. (English. Russian original) Zbl 0251.15023

U.S.S.R. Comput. Math. Math. Phys. 7(1967), No. 4, 58-71 (1969); translation from Zh. Vychisl. Mat. Mat. Fiz. 7, 764-773 (1967).
MSC:  15B57 15A09 65F99
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