Timeline for Limiting value of $\dfrac{1_n^\top B^{-1} A B^{-1} 1_n}{d}$, where $A=WW^\top + a I_n$, $B = WW^\top + b I_n$, and $W \sim N(0,\Sigma_d)$
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Dec 11, 2021 at 19:53 | vote | accept | dohmatob | ||
| Dec 11, 2021 at 19:51 | comment | added | dohmatob | Yes, thats a typo. Fixed. | |
| Dec 11, 2021 at 19:51 | answer | added | jlewk | timeline score: 1 | |
| Dec 11, 2021 at 19:49 | history | edited | dohmatob | CC BY-SA 4.0 |
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| Dec 11, 2021 at 19:43 | comment | added | jlewk | $E[z^TMz]=trace[ME[zz^T]] = trace[M]$ for $z\sim N(0,I_n)$. Is the $1/d$ in your $trace[B^{-1}AB^{-1}]$ a typo? | |
| Dec 9, 2021 at 0:17 | history | edited | dohmatob | CC BY-SA 4.0 |
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| Dec 8, 2021 at 23:12 | history | edited | dohmatob | CC BY-SA 4.0 |
added 2 characters in body
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| Dec 8, 2021 at 23:06 | history | asked | dohmatob | CC BY-SA 4.0 |