Timeline for Factorisation of Gaussian random matrix into random Hermitian and correction factor
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 28, 2021 at 13:14 | comment | added | jlewk | $B=2I_n$ and $\Delta=\Gamma/2$ is allowed. Extra constraints are required to prevent trivial solutions. | |
| Jun 28, 2021 at 12:30 | comment | added | user274127 | The question specifies $B \neq I_n$. Otherwise the factorisation would be trivial. | |
| Jun 28, 2021 at 11:08 | comment | added | jlewk | What about $B=I_n$, $Q$ independent of $\Gamma$ and $\Delta=\Gamma$? I don't see any requirement on $\Delta$. | |
| S Jun 27, 2021 at 11:48 | history | suggested | user274127 | CC BY-SA 4.0 |
Minor typos: V instead of B; \Delta is required to be independent of Q in the initial question
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| Jun 26, 2021 at 14:11 | review | Suggested edits | |||
| S Jun 27, 2021 at 11:48 | |||||
| Jun 26, 2021 at 11:57 | vote | accept | CommunityBot | ||
| Jun 26, 2021 at 10:26 | vote | accept | CommunityBot | ||
| Jun 26, 2021 at 10:28 | |||||
| Jun 26, 2021 at 10:22 | comment | added | user274127 | Thanks a lot for your answer. This helps. Just a remark: in the required decomposition of $\mathbf{\Gamma}_{n\times n}$, the diagonal matrix $\mathbf{B}_{n\times n}$, can be arbitrary but should be non-random. So the above argument requires a small fix to work as desired. | |
| Jun 25, 2021 at 23:12 | history | answered | jlewk | CC BY-SA 4.0 |