All Questions
5 questions
4
votes
0
answers
196
views
What is the minimum nonzero rank in a random subspace of matrices?
Fix positive integers $m$, $n$, and $k\leq mn$, and draw a $k$-dimensional subspace $S\leq\mathbb{R}^{m\times n}$ uniformly from the Grassmannian.
What is known about the random variable
$R(m,n,k):=\...
2
votes
0
answers
43
views
Approximation of Grassmanian cubatures through random noise
Let $G_{1,d}$ be the $1$-grassmanian in $d$ dimensions, that is the set of linear projections from $\mathbb R^d$ to $\mathbb R$. We can see it as $\mathbb S(\mathbb R^d)$, as any projection can be ...
2
votes
1
answer
495
views
Invertibility of random Vandermonde matrix
Let $\kappa, d \in\mathbb{N}$ and $f$ is a uniform probability measure on $\mathcal{D} = \left[-1,1\right]^{\kappa}$. In addition, let
\begin{equation*}
p = p\left(\kappa,d\right) := \left(\begin{...
7
votes
1
answer
355
views
Injectivity of matrix "fingerprint"
Consider $S$, the set of all $n\times m$ real matrices with specified row sums $(r_1,...,r_n)$, column sums $(c_1,...,c_m)$, and strictly positive entries.
For any matrix $A$, define
$$ D_A(i,j)=\...
2
votes
0
answers
265
views
Expectation of a multivariate Gaussian over a plane
For a vector $X$ which follows a multinomial Gaussian distribution $N(\vec{0},\Sigma)$, a given vector $b$, and a known scalar value $c$, I would like to calculate the expectation :
$E[X|X^Tb = c]$
...