density for Gaussian gram matrices - MathOverflow most recent 30 from http://mathoverflow.net 2013-05-19T17:00:52Z http://mathoverflow.net/feeds/question/82591 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/82591/density-for-gaussian-gram-matrices density for Gaussian gram matrices Alex Gittens 2011-12-04T01:32:54Z 2011-12-04T01:32:54Z <p>Let $Z \sim \mathcal{N}(0,\Sigma \otimes I)$ (so the columns of $Z$ are distributed $\mathcal{N}(0, \Sigma)$) and $A = Z'Z.$ Is there a name for the distribution on $A$? Is the density known? </p>