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Completeness of real Toda flows and totally positive matrices

✍ Scribed by M.I. Gekhtman; M.Z. Shapiro


Book ID
105742932
Publisher
Springer-Verlag
Year
1997
Tongue
French
Weight
213 KB
Volume
226
Category
Article
ISSN
0025-5874

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πŸ“œ SIMILAR VOLUMES


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It has been empirically observed that correlation matrices of forward interest rates have the first three eigenvalues which are simple and their corresponding eigenvectors, termed as shift, slope and curvature respectively, with elements presenting changes of sign in a regular way. These spectral pr