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7 votes
3 answers
1k views

Determinant of correlation matrix of autoregressive model

I wonder if there is a paper that can point out how to compute the determinant of a $d \times d$ autoregressive correlation matrix of the form $$R = \begin{pmatrix} 1 & r & \cdots & r^{d-...
Nikolayevich's user avatar
4 votes
0 answers
188 views

Distributions over permutation groups $\mathcal{S}_n$

Partly inspired by recent developments in enumeration of pattern avoiding permutations, which is known to be connected with Brownian excursions [Hoffman&Rizzolo]. The exciting milestone is the ...
Henry.L's user avatar
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