The Hermitian Lanczos method for Hermitian matrices has a well-known connection with a 3-term recurrence for polynomials orthogonal on a discrete subset of ℝ. This connection disappears for normal ...
The Annals of Mathematical Statistics, Vol. 25, No. 1 (Mar., 1954), pp. 40-75 (36 pages) New methods are introduced for deriving the sampling distributions of statistics obtained from a normal ...
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