Question

Generate random symmetric matrix with largest eigenvalue approximately 1

score 131 · Answer 1 · 2022-05-25 01:09:01

131

Views

Generate random symmetric matrix with largest eigenvalue approximately 1

Published on 25 May 2022 - 1:09

score 23 · Answer 2 · 2022-05-26 02:39:20

23

Views

Expectation of quartic function of two zero-mean random vectors.

Published on 26 May 2022 - 2:39

score 71 · Answer 3 · 2026-02-23 12:33:03

71

Views

Affine invariance of random projection outlyingness

Published on 23 Feb 2026 - 12:33

score 116 · Answer 4 · 2022-06-02 19:02:33

Is it possible to generate a random complex $n \times p$ matrix $M$, that satisfies $M M^\dagger = \mathbb{1} $?

score 75 · Answer 5 · 2022-06-03 15:34:07

75

Views

Analytic formula for $E(\rho):=\sum_{m=0}^\infty \mu_m(\rho)/m!$, with $\mu_m(\rho) := \sum_{k=0}^{m-1}\dfrac{\rho^k}{k+1}{m \choose k}{m-1\choose k}$

Published on 03 Jun 2022 - 15:34

score 63 · Answer 6 · 2022-06-04 00:51:28

63

Views

Probability two matrices are equal

Published on 04 Jun 2022 - 0:51

score 153 · Answer 7 · 2026-03-27 10:24:27

153

Views

Using random matrix theory to calculate Lyapunov spectrum; relation between cumulative distribution and the spectrum

Published on 27 Mar 2026 - 10:24

score 36 · Answer 8 · 2026-03-27 16:27:42

36

Views

Is a random Wishart matrix $X \sim \mathcal{W}(I_d, n)$ equal in distribution to $U \Lambda U^T$ with $U$ uniform on $O(d)$ and $\Lambda$ chi-square?

Published on 27 Mar 2026 - 16:27

score 79 · Answer 9 · 2026-03-28 10:54:44

79

Views

The eigenvalue/singular values of (large) square random matrices

Published on 28 Mar 2026 - 10:54

score 27 · Answer 10 · 2022-06-07 16:55:46

27

Views

On normalizing/transforming a matrix (arising in a graph generation model)

Published on 07 Jun 2022 - 16:55

score 33 · Answer 11 · 2022-07-01 20:37:13

33

Views

Inequality with a Shatten norm

Published on 01 Jul 2022 - 20:37

score 139 · Answer 12 · 2022-07-06 17:14:35

139

Views

Independence and equality of variance in random matrix multiplication and element-wise multiplication

Published on 06 Jul 2022 - 17:14

score 163 · Answer 13 · 2026-03-28 17:41:58

163

Views

Concentration of Wishart matrix

Published on 28 Mar 2026 - 17:41

score 182 · Answer 14 · 2022-07-08 13:52:14

182

Views

Good introduction to NCP and free probability

Published on 08 Jul 2022 - 13:52

score 50 · Answer 15 · 2026-03-27 16:27:34

50

Views

Simplify the average value of a product of matrices

Published on 27 Mar 2026 - 16:27

List Question

Generate random symmetric matrix with largest eigenvalue approximately 1

Expectation of quartic function of two zero-mean random vectors.

Affine invariance of random projection outlyingness

Is it possible to generate a random complex $n \times p$ matrix $M$, that satisfies $M M^\dagger = \mathbb{1} $?

Analytic formula for $E(\rho):=\sum_{m=0}^\infty \mu_m(\rho)/m!$, with $\mu_m(\rho) := \sum_{k=0}^{m-1}\dfrac{\rho^k}{k+1}{m \choose k}{m-1\choose k}$

Probability two matrices are equal

Using random matrix theory to calculate Lyapunov spectrum; relation between cumulative distribution and the spectrum

Is a random Wishart matrix $X \sim \mathcal{W}(I_d, n)$ equal in distribution to $U \Lambda U^T$ with $U$ uniform on $O(d)$ and $\Lambda$ chi-square?

The eigenvalue/singular values of (large) square random matrices

On normalizing/transforming a matrix (arising in a graph generation model)

Inequality with a Shatten norm

Independence and equality of variance in random matrix multiplication and element-wise multiplication

Concentration of Wishart matrix

Good introduction to NCP and free probability

Simplify the average value of a product of matrices

Trending Questions

Popular # Hahtags

Popular Questions