Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with random-matrix
Search options questions only
not deleted
user 8336
A random matrix is a matrix whose entries consist of random variables from some specified distribution. Random matrices have many modern applications in physics, finance, statistics and numerical analysis.
1
vote
0
answers
64
views
Showing a useful result for Wisharts and Multivariate Beta random matrices
Let $\mathbf{A} \sim \text{Wishart}_m\left(k_a,\mathbf{V} \right)$ and $\mathbf{B} \sim \text{Wishart}_m\left(k_b,\mathbf{V} \right)$ be two full rank Wishart random matrices. Define
$$
\mathbf{S} = …
- 82.8k
5
votes
1
answer
1k
views
Law of Total Expectation and Law of Total Variance for Matrices
Does anyone have a reference or proof for the LTE and LTV for matrices? I am defining the unconditional variance for matrices in the usual way:
$$
\operatorname{Var}_{m}(M) \overset{\text{def}}{=} \op …
- 21.6k