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.
Tracy–Widom distribution for the largest eigenvalue of real sample covariance matrices with general population.The Annals of Applied Probability, 26 (6):3786–3839
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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.