Timeline for Expected value of the inverse of a random, truncated Haar matrix
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Oct 27, 2014 at 22:09 | vote | accept | DzeKap | ||
| Oct 27, 2014 at 21:14 | answer | added | Carlo Beenakker | timeline score: 2 | |
| Oct 27, 2014 at 18:14 | comment | added | DzeKap | Thanks for your comment! I also noticed numerically that it does not seem to converge. I agree that if it converges, it should converge to a scaled identity. However, I found it strange that it doesn't converge, since it is related to the inverse of a Wishart matrix (where the eigenvalues of the 4 submatrices in the Wishart matrix are fixed). | |
| Oct 27, 2014 at 17:22 | comment | added | Nathaniel Johnston | You can use left- and right-unitary invariance of the Haar measure to show that if this expectation exists, it must be a multiple of the identity matrix. However, numerical evidence seems to suggest that the given integral doesn't actually converge. | |
| Oct 27, 2014 at 15:09 | review | First posts | |||
| Oct 27, 2014 at 15:41 | |||||
| Oct 27, 2014 at 15:03 | history | asked | DzeKap | CC BY-SA 3.0 |