Timeline for Almost sure convergence of smallest eigenvector of diagonal matrix
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| Jan 8, 2023 at 10:33 | comment | added | Student88 | Thank you for this answer. I have a follow-up question: In your proof, you used the fact that $M_n$ has distinct eigenvalues with probability $1$. We do not need to assume this for the limiting matrix $D$ right? For example, a sequence of Wishart matrices with $n$ degrees of freedom converges to identity, but the proof would hold (and we can show that the smallest eigenvalue converges to $1$), right? | |
| Sep 12, 2017 at 11:38 | vote | accept | PThomasCS | ||
| Dec 21, 2015 at 17:29 | history | answered | Liviu Nicolaescu | CC BY-SA 3.0 |