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Hi all,

I've the following problem: I've a series of correlations matrices, suppose 15x15 matrix of correlations between waves heights. Giving an historical series of correlation values, how can I determine a model to establish that the next correlation matrix has a probabilistic value to be in a determinate state?

Thanks for your help

2. Relevant equations

3. The attempt at a solution

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# Homework Help: Transition Matrix of Correlations

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