Let $A$ be a random matrix with i.i.d entries. Under what conditions does $CA$ has i.i.d entries? Particular interest is (a) when $C$ is fixed deterministic matrix and (b) When $C$ is i.i.d random. In the latter case, does any condition on $C$ imply that $CA$ has i.i.d entries? Any reference will be appreciated. For this particular problem, $C$ is a projection matrix.
2026-03-26 19:05:48.1774551948
Projection of a random i.i.d matrix
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