Vigon, Vincent \(LU\)-factorization versus Wiener-Hopf factorization for Markov chains. (English) Zbl 1311.60080 Acta Appl. Math. 128, No. 1, 1-37 (2013). Reviewer: Hrvoje Šikić (Zagreb) MSC: 60J10 60J45 47A68 15A23 PDFBibTeX XMLCite \textit{V. Vigon}, Acta Appl. Math. 128, No. 1, 1--37 (2013; Zbl 1311.60080) Full Text: DOI
Vigon, Vincent (Homogeneous) Markovian bridges. (English. French summary) Zbl 1267.60080 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 875-916 (2011). Reviewer: Victoria Knopova (Kiev) MSC: 60J10 60J45 47A68 15A23 60J50 PDFBibTeX XMLCite \textit{V. Vigon}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 875--916 (2011; Zbl 1267.60080) Full Text: DOI EuDML
Matsuura, Masaya Relations among the minimum norm coefficients for degenerate nonstationary flows. (English) Zbl 1097.15017 SIAM J. Matrix Anal. Appl. 27, No. 3, 654-664 (2005). Reviewer: Vladimir P. Kostov (Nice) MSC: 15A24 15A09 60G07 PDFBibTeX XMLCite \textit{M. Matsuura}, SIAM J. Matrix Anal. Appl. 27, No. 3, 654--664 (2005; Zbl 1097.15017) Full Text: DOI
Matsuura, Masaya On a new fluctuation-dissipation theorem for degenerate stationary flows. (English) Zbl 1034.60037 Methodol. Comput. Appl. Probab. 5, No. 3, 369-387 (2003). MSC: 60G10 60G35 15A09 PDFBibTeX XMLCite \textit{M. Matsuura}, Methodol. Comput. Appl. Probab. 5, No. 3, 369--387 (2003; Zbl 1034.60037) Full Text: DOI
Rosenow, Bernd; Gopikrishnan, Parameswaran; Plerou, Vasiliki; Eugene Stanley, H. Dynamics of cross-correlations in the stock market. (English) Zbl 1072.91571 Physica A 324, No. 1-2, 241-246 (2003). MSC: 91B26 91B82 15B52 PDFBibTeX XMLCite \textit{B. Rosenow} et al., Physica A 324, No. 1--2, 241--246 (2003; Zbl 1072.91571) Full Text: DOI
Israelsson, Stefan Asymptotics of random matrices and matrix valued processes. (English) Zbl 1515.60012 Uppsala Dissertations in Mathematics 19. Uppsala: Uppsala Univ., Department of Mathematics (Diss.) (ISBN 978-91-506-1487-9). 94 p. (2001). MSC: 60-02 60B20 15B52 PDFBibTeX XMLCite \textit{S. Israelsson}, Asymptotics of random matrices and matrix valued processes. Uppsala: Uppsala Univ., Department of Mathematics (Diss.) (2001; Zbl 1515.60012) Full Text: Link