Given an $n \times n$ matrix filled withsymmetric random variables withmatrix whose entries have distribution $a$ $N(0,1)$, how to calculate the probability of positive-definitness definiteness of this matrix if $a \sim N(0,1)$ and the matrix is symmetric?
Post Closed as "Duplicate" by Mikael de la Salle, Christian Remling, Yemon Choi, Suvrit, CommunityBot
Alex M.
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