Suppose $(X_1, X_2)$ is a Gaussian vector, then after applying transformation like [1 0;0 1;-1 -1] the outcome is still a Gaussian vector? Is it necessary for the transformation to have a generalized inverse?
2026-04-23 15:51:13.1776959473
Is a Gaussian vector still a Gaussian vector when it is obtained by a linear transformation of dimension uplift?
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