Timeline for Singular values of a Gaussian random times deterministic diagonal matrix
Current License: CC BY-SA 4.0
5 events
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| Jul 22, 2022 at 20:34 | comment | added | Carlo Beenakker | since the distribution of $D$ is unitarily invariant, the order of the elements of $D$ is irrelevant; the cited paper considers the more general case that the diagonal elements of $D$ lie in an interval $(c,1/c)$ for some $c\in(0,1)$. | |
| Jul 22, 2022 at 20:32 | history | edited | Carlo Beenakker | CC BY-SA 4.0 |
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| Jul 22, 2022 at 20:20 | comment | added | Max | What about a case when there is no constrain on the values of elements of D except that they are placed in a decreasing order? | |
| Jul 22, 2022 at 19:59 | history | edited | Carlo Beenakker | CC BY-SA 4.0 |
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| Jul 22, 2022 at 19:48 | history | answered | Carlo Beenakker | CC BY-SA 4.0 |