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.
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices.The Annals of Probability, 33(5):1643–1697
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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.