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On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix

Journal of Mathematical Analysis and Applications · 1985 · Vol. 106(1) · pp. 69–84
Erkki OjaJuha Karhunen
Radar Systems and Signal ProcessingBlind Source Separation TechniquesUnderwater Acoustics ResearchMathematicsEigenvalues and eigenvectorsRandom matrixEigenvalues and eigenvectors of the second derivativeModal matrixApplied mathematicsSample mean and sample covarianceConvergence (economics)Defective matrixSequence (biology)
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535
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References
Ordinary Differential Equations.
American Mathematical Monthly · 1971 · 2,223 citations
The Retrieval of Harmonics from a Covariance Function
Geophysical Journal International · 1973 · 1,114 citations
Introduction to Multivariate Statistical Analysis.
American Mathematical Monthly · 1959 · 3,923 citations
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