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Aug 5, 2011 at 23:13 comment added Suvrit @Michael: expand $\cos(x-y)=\cos x\cos y + \sin x \sin y$ to notice that $A$ is a sum of three rank-1 matrices.
Aug 5, 2011 at 21:22 comment added Michael Hardy Why can the rank never exceed 3?
Aug 4, 2011 at 16:08 comment added Suvrit Actually, I suspected it to be true as long as all the $x$'s were such that their contribution remains independent of $ee^T$ (Mikael makes this explicit in the answer below)
Aug 4, 2011 at 16:05 vote accept Suvrit
Aug 4, 2011 at 8:41 answer added Mikael de la Salle timeline score: 13
Aug 4, 2011 at 4:13 comment added Michael Hardy If you just let $x_1,\dots,x_n$ be distinct scalars instead of specifying a particular probability distribution, shouldn't you get the same result?
Aug 4, 2011 at 2:08 history asked Suvrit CC BY-SA 3.0