Question

Gaussian Integral over matrix elements with correlation

score 305 · Answer 1 · 2026-03-26 12:51:37

305

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Gaussian Integral over matrix elements with correlation

Published on 26 Mar 2026 - 12:51

score 564 · Answer 2 · 2026-03-25 23:38:20

564

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score 198 · Answer 3 · 2020-02-14 23:37:05

198

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How to define the expectation and covariance of a random variable taking values in an inner product space?

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score 470 · Answer 4 · 2020-02-18 22:06:10

470

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Expectation of the maximum eigenvalue.

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score 216 · Answer 5 · 2020-02-19 16:35:28

216

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score 1.6k · Answer 6 · 2020-02-23 09:55:20

1.6k

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Published on 23 Feb 2020 - 9:55

score 29 · Answer 7 · 2020-02-23 21:40:46

29

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score 445 · Answer 8 · 2020-02-25 19:44:17

445

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score 36 · Answer 9 · 2020-03-03 03:10:28

36

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Will the unit circle of the circular law of random matrices still hold if the entries are not scaled to mean 0

Published on 03 Mar 2020 - 3:10

score 90 · Answer 10 · 2020-03-03 10:53:34

90

Views

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score 123 · Answer 11 · 2020-03-03 20:10:49

123

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score 390 · Answer 12 · 2026-03-25 19:04:40

390

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Published on 25 Mar 2026 - 19:04

score 112 · Answer 13 · 2020-03-06 22:21:46

112

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Why am I experimentally getting more small eigenvalues of sample covariance matrices when data come from lower dimensional spaces, and contrary?

Published on 06 Mar 2020 - 22:21

score 59 · Answer 14 · 2020-03-09 14:44:50

59

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Possible application of Laws of Large Numbers and Central Limit Theorem to SVD of dual covariance matrices

Published on 09 Mar 2020 - 14:44

score 143 · Answer 15 · 2026-03-25 11:09:00

143

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Multidimensional integral with the Laplace method

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List Question

Gaussian Integral over matrix elements with correlation

Asymptotic probability distribution of product of Matrices

How to define the expectation and covariance of a random variable taking values in an inner product space?

Expectation of the maximum eigenvalue.

Concentration inequality on 1-norm of random vector

Smallest singular value of product of 2 random matrices

Concentration for the maximum magnitude entry for a random matrix

How to generate a random vector with fixed sum and bounded elements

Will the unit circle of the circular law of random matrices still hold if the entries are not scaled to mean 0

A result on power of random symmetric matrices and vector multiplication: u^T S^n v

Neumann series with random matrices

Parametrization of a matrix drawn randomly from $SU(n)$ (using Haar measure)

Why am I experimentally getting more small eigenvalues of sample covariance matrices when data come from lower dimensional spaces, and contrary?

Possible application of Laws of Large Numbers and Central Limit Theorem to SVD of dual covariance matrices

Multidimensional integral with the Laplace method

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