Timeline for Rank of a sequence of covariance matrices
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 5, 2014 at 8:11 | comment | added | Jochen Wengenroth | In general, $ZX_i$ are only in $L^1(\Omega,P)$ so that the covariance is not necessarily defined. $Z\in L^\infty$ would be okay. | |
| Nov 4, 2014 at 19:39 | answer | added | Liviu Nicolaescu | timeline score: 1 | |
| Nov 4, 2014 at 16:56 | history | asked | splinter123 | CC BY-SA 3.0 |