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
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 11, 2021 at 19:53 | vote | accept | dohmatob | ||
| Dec 11, 2021 at 19:53 | comment | added | dohmatob | Yes, indeed this follows from HW. Thanks. | |
| Dec 11, 2021 at 19:51 | history | answered | jlewk | CC BY-SA 4.0 |