Timeline for Asymptotics of $w^\top G^2 w$, where $w$ is a unit-vector, $G:=X^T(XX^T+t I_n)^{-1}X$, $t > 0$, and $X$ is an $n\times d$ gaussian random matrix
Current License: CC BY-SA 4.0
8 events
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| Oct 2, 2021 at 2:44 | history | edited | dohmatob | CC BY-SA 4.0 |
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| Oct 1, 2021 at 20:46 | history | edited | Carlo Beenakker | CC BY-SA 4.0 |
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| Oct 1, 2021 at 20:46 | comment | added | Carlo Beenakker | yes, $\rho$, corrected. | |
| Oct 1, 2021 at 20:45 | comment | added | dohmatob | Thanks. I should've thought of rotational-invariance! BTW, it the case $\lambda \to 0^+$, shouldn't one have $\mathbb E[\alpha] = \rho$ instead ? | |
| Oct 1, 2021 at 20:41 | history | edited | Carlo Beenakker | CC BY-SA 4.0 |
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| Oct 1, 2021 at 20:30 | history | edited | Carlo Beenakker | CC BY-SA 4.0 |
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| Oct 1, 2021 at 20:26 | vote | accept | dohmatob | ||
| Oct 1, 2021 at 20:24 | history | answered | Carlo Beenakker | CC BY-SA 4.0 |