Question

What's the limiting distribution of the eigenvalue and eigenvectors of the sample covariance matrix?

score 67 · Answer 1 · 2023-06-07 06:46:42

67

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What's the limiting distribution of the eigenvalue and eigenvectors of the sample covariance matrix?

Published on 07 Jun 2023 - 6:46

score 54 · Answer 2 · 2023-06-08 17:16:27

54

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A set of identities involving the Gaussian hypergeometric function and its generalizations to several variables.

Published on 08 Jun 2023 - 17:16

score 12 · Answer 3 · 2026-02-27 14:30:15

12

Views

Moments of fixed observable in the eigenbasis of a Gaussian Orthogonal Ensemble

Published on 27 Feb 2026 - 14:30

score 48 · Answer 4 · 2026-03-25 04:43:43

48

Views

[Follow up question]: What is the corresponding distribution of the SVD assuming U and V matrices are uniformly sampled wrt Haar measure?

Published on 25 Mar 2026 - 4:43

score 55 · Answer 5 · 2023-06-12 01:55:53

55

Views

Asking if a Bernoulli matrix and its variants satisfy the Restricted Isoperimetric Property (RIP) condition

Published on 12 Jun 2023 - 1:55

score 38 · Answer 6 · 2023-06-13 09:02:20

38

Views

Asking if a diagonal Gaussian matrix satisfies a compressed sensing assumption

Published on 13 Jun 2023 - 9:02

score 75 · Answer 7 · 2023-06-14 18:25:03

75

Views

A closed form expression for the marginal probability density of eigenvalues of real Wishart matrices

Published on 14 Jun 2023 - 18:25

score 22 · Answer 8 · 2023-06-23 00:42:20

22

Views

Some hint on Generalization or Extension of the convergence related to random matrix?

Published on 23 Jun 2023 - 0:42

score 114 · Answer 9 · 2023-06-25 02:14:39

114

Views

Concentration of inverse sample covariance matrix

Published on 25 Jun 2023 - 2:14

score 54 · Answer 10 · 2026-03-25 04:43:57

54

Views

Expected value of the projective metric between random orthogonal Stiefel matrices in $\mathbb{R}^{N \times k}$ equals $1 - \frac{k}{N}$

Published on 25 Mar 2026 - 4:43

score 38 · Answer 11 · 2026-03-26 19:11:16

38

Views

Explicit expressions for the integrals of second degree polynomials in the orthogonal group

Published on 26 Mar 2026 - 19:11

score 37 · Answer 12 · 2026-03-25 17:38:53

37

Views

An integral involving products of random matrices

Published on 25 Mar 2026 - 17:38

score 72 · Answer 13 · 2023-07-16 23:40:07

72

Views

Singular values of random matrix with IID entries

Published on 16 Jul 2023 - 23:40

score 73 · Answer 14 · 2026-03-25 17:36:23

73

Views

Properties of a random permutation matrix

Published on 25 Mar 2026 - 17:36

score 54 · Answer 15 · 2023-07-17 03:36:50

54

Views

Statistical Properties of Eigenvalues

Published on 17 Jul 2023 - 3:36

List Question

What's the limiting distribution of the eigenvalue and eigenvectors of the sample covariance matrix?

A set of identities involving the Gaussian hypergeometric function and its generalizations to several variables.

Moments of fixed observable in the eigenbasis of a Gaussian Orthogonal Ensemble

[Follow up question]: What is the corresponding distribution of the SVD assuming U and V matrices are uniformly sampled wrt Haar measure?

Asking if a Bernoulli matrix and its variants satisfy the Restricted Isoperimetric Property (RIP) condition

Asking if a diagonal Gaussian matrix satisfies a compressed sensing assumption

A closed form expression for the marginal probability density of eigenvalues of real Wishart matrices

Some hint on Generalization or Extension of the convergence related to random matrix?

Concentration of inverse sample covariance matrix

Expected value of the projective metric between random orthogonal Stiefel matrices in $\mathbb{R}^{N \times k}$ equals $1 - \frac{k}{N}$

Explicit expressions for the integrals of second degree polynomials in the orthogonal group

An integral involving products of random matrices

Singular values of random matrix with IID entries

Properties of a random permutation matrix

Statistical Properties of Eigenvalues

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