Timeline for expected matrix inverse of circulant plus diagonal matrix with chi-square variables
Current License: CC BY-SA 3.0
15 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| S Jul 23, 2014 at 14:09 | history | suggested | CommunityBot | CC BY-SA 3.0 |
removed obviously incorrect statement from the problem definition
|
| Jul 23, 2014 at 13:41 | review | Suggested edits | |||
| S Jul 23, 2014 at 14:09 | |||||
| S Jul 20, 2014 at 10:00 | history | suggested | CommunityBot | CC BY-SA 3.0 |
added some more information
|
| Jul 20, 2014 at 9:54 | review | Suggested edits | |||
| S Jul 20, 2014 at 10:00 | |||||
| Nov 4, 2013 at 20:35 | history | edited | john stark | CC BY-SA 3.0 |
clarification
|
| Nov 4, 2013 at 20:29 | history | edited | john stark | CC BY-SA 3.0 |
clarification
|
| Nov 4, 2013 at 19:44 | history | edited | john stark | CC BY-SA 3.0 |
typos, layout
|
| Nov 4, 2013 at 17:05 | comment | added | john stark | Cyclic = circulant indeed. Also, the matrix R is formed from some Fourier transform, so the eigenvalues converge to this transform as $N$ grows. See the OP for an update of the text. | |
| Nov 4, 2013 at 17:04 | history | edited | john stark | CC BY-SA 3.0 |
corrected question according to comment
|
| Nov 3, 2013 at 23:12 | comment | added | Federico Poloni | I have some difficulty in interpreting the question. Is $R$ a function of $N$? How does it vary with $N$? By "cyclic" you mean "circulant" as in the title? | |
| Nov 3, 2013 at 22:58 | history | edited | john stark | CC BY-SA 3.0 |
cleaned it up and simplified
|
| Nov 3, 2013 at 20:40 | review | Suggested edits | |||
| Nov 3, 2013 at 21:05 | |||||
| Nov 3, 2013 at 11:09 | comment | added | john stark | yes, for each element. From Matlab, it appears as if the solution is $(R+\lambda I)^{-1}$ for some positive value $\lambda$. If true in general, the problem reduces into finding $\lambda$. And I agree, the large limit is not very helpful, but laid my complete problem down anyway. | |
| Nov 2, 2013 at 20:55 | comment | added | Carlo Beenakker | expectation of a matrix? you mean the average of every single matrix element? unlikely that the large-$N$ limit will be of much help for that.... | |
| Nov 2, 2013 at 19:47 | history | asked | john stark | CC BY-SA 3.0 |