SSA and DA extract barrier-sensitive mode separation from the autocovariance matrix of a unique constant-coefficient diffusion with the given density as stationary distribution.
Distribution of eigenvalues for some sets of random matrices.Mathematics of the USSR-Sbornik, 1(4):457–483
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Measuring and Decomposing Mode Separation via the Canonical Diffusion
SSA and DA extract barrier-sensitive mode separation from the autocovariance matrix of a unique constant-coefficient diffusion with the given density as stationary distribution.