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Problemy Peredachi Informatsii, 1969, Volume 5, Issue 4, Pages 28–37 (Mi ppi1819)  

On the Eigenvalues of Correlation Matrices

A. L. Genis
Abstract: We obtain upper and lower bounds for the maximum eigenvalue of the matrix $C_{n=1}(F)=\|c_{p,q};\,p,q=0,1,\dots,n\|$, with elements of the form
$$ c_{p,q}=c_{p-q}=\int_0^{2\pi}\exp\{i(p-q)\lambda\}F(d\lambda), $$
where $F(d\lambda)$ is the measure on the segment $[0,2\pi];$ for the sum of the $K<n+1$ largest eigenvalues we give an estimate for the number of eigenvalues with fixed sum. We give examples of the measure $F(d\lambda)$ to illustrate the equations obtained.
Received: 20.07.1967
Revised: 18.04.1968
Bibliographic databases:
UDC: 519.28
Language: Russian
Citation: A. L. Genis, “On the Eigenvalues of Correlation Matrices”, Probl. Peredachi Inf., 5:4 (1969), 28–37; Problems Inform. Transmission, 5:4 (1969), 23–31
Citation in format AMSBIB
\Bibitem{Gen69}
\by A.~L.~Genis
\paper On the Eigenvalues of Correlation Matrices
\jour Probl. Peredachi Inf.
\yr 1969
\vol 5
\issue 4
\pages 28--37
\mathnet{http://mi.mathnet.ru/ppi1819}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=307421}
\zmath{https://zbmath.org/?q=an:0301.60042}
\transl
\jour Problems Inform. Transmission
\yr 1969
\vol 5
\issue 4
\pages 23--31
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