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5 votes
1 answer
2k views

Distribution of eigenvalues of a Wishart matrix

Is there a known expression for the eigenvalue distribution of a matrix of the form $$\sum_{i=1}^n k_ia_ia_i^T$$ where $a_i \in \mathcal{R}^m$, with $n > m$, $a_i \sim \mathcal{N}(0,\Sigma)$ and $...
4 votes
2 answers
239 views

Distribution of $0$-$1$ matrices

Consider $n\times n$ matrices with entries in $\{0,1\}$. The determinants of these ranges from $0$ to the Hadamard bound $\frac{(n+1)^{\frac{n+1}2}}{2^n}$. Assume $n$ is large enough. What does the ...