A family of matrices , the discretized Brownian Bridge anddistance
نویسندگان
چکیده
The investigation of a distance{based regression model, using a one{dimensional set of equally spaced points as regressor values, and p jx ? yj as a distance function, leads to the study of a family of matrices which is closely related to a discrete analog of the Brownian Bridge stochastic process. We describe its eigenstructure and several properties, recovering in particular well{known results on tridiagonal Toeplitz matrices and related topics.
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تاریخ انتشار 1997