Timeline for Inverse of an AR(1) or Laplacian (?) or Kac-Murdock-Szegö matrix
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 24, 2011 at 22:04 | vote | accept | Memming | ||
| May 24, 2011 at 22:04 | comment | added | Memming | Correct. Well, $(i,j)$ for column, $(k,l)$ for row, but that's not important. The Kronecker product of $C_{i,k}$ and $C_{j,l}$ is correct. Thanks. | |
| May 24, 2011 at 21:11 | comment | added | Federico Poloni | I think so, unless I'm totally misunderstanding your notation. The pair $(i,j)$ forms the row index of the large matrix, doesn't it? | |
| May 24, 2011 at 19:16 | comment | added | Memming | If $C_{(i,j),(k,l)}=\rho \alpha_x^{∣i−j∣} \alpha_x^{∣k−l∣}$, then I would agree, but the indices are a bit mixed. Does it still hold? | |
| May 24, 2011 at 7:06 | history | answered | Federico Poloni | CC BY-SA 3.0 |