Notations | Means |
---|---|
X,x,x_{ij} | A matrix, a vector, an entry of matrix |
X^{T},x^{T} | Transpose of a matrix and a vector |
μ(x),σ^{2}(x) | Mean, variance for x |
S | The sample covariance matrix |
N,T | The row and column size of the split |
Window | |
λ | Eigenvalue of the matrix |
p,n | The row and column size of the matrix |
v | Eigenvector |
\(\tilde {X}\) | A standard non-Hermitian matrix |
Ω | Data source |