Timeline for Approximating expectation of the trace of inverse of a Gaussian random matrix combination
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
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| May 9, 2020 at 22:52 | comment | added | hichem hb | I try to solve the problem I find the result using Wishard distribution the problem is simplified to \begin{align} trace (((BB^H)^-1+\frac{1}{a}I)^{-1})\end{align} | |
| May 9, 2020 at 22:18 | comment | added | hichem hb | sir For large N, M, K how can I separate the expectation because they are related? thanks | |
| May 9, 2020 at 21:24 | history | answered | Carlo Beenakker | CC BY-SA 4.0 |