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Tagged with determinants probability-distributions
9 questions
1
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1
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110
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Bounded density for determinant of GOE
Let $M$ a random GOE matrix, i.e. $M=(M_{i,j})$ is a symmetric matrix and the $M_{i,j},i\leq j$ are independent centred Gaussien entries with variance 1, except on the diagonal where the variance is $...
CommunityBot
- 1
5
votes
1
answer
2k
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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 $...
1
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1
answer
252
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Condition on the probabilities for the $J\times J$ matrix $[ \Pr(X=j \mid Y=k) ]$ to be invertible
$\DeclareMathOperator\Pr{P}\newcommand\cPr[2]{\Pr(#1 \mid #2)}$I have a $J \times J$ matrix:
$$
M:= \begin{bmatrix}
\cPr{X=1}{Y=1} & \cPr{X=2}{Y = 1} & \cdots & \cPr{X=J}{Y = 1} \\
\cPr{X=...
- 128k
2
votes
0
answers
85
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Statistics of perfect matching and incremental perfect matchings in bipartite planar graphs?
Planar graph permanent can be reduced to determinants and so statistics should be amenable.
Pick a uniformly random bipartite planar graph $G$ with $n$ vertices of each color and choose new additional ...
CommunityBot
- 1
7
votes
3
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703
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Distribution of sum of two permutation matrices
Determinant and permanent of sum of two $n\times n$ permutation matrices can be arbitrarily different.
What is the distribution of determinant of sum and difference of two $n\times n$ permutation ...
- 85.6k
4
votes
2
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239
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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 ...
- 5,781
1
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0
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43
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Distribution of maximum minor of a random matrix with one special column
Given $m,n,\ell\in\Bbb N$ and $\beta\in(0,1)$ consider the uniformly picked random matrix $A\in\Bbb Z^{n\times (n+1)}$ with $0\neq|\mathsf{det}(A^\circ)|\leq m^{\frac 1\ell}$ where $A^\circ$ is the ...
- 13.9k
3
votes
1
answer
147
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Reference request for a result regarding density of induced probability measure under a submersion
Let $\pi: M \to N$ be a smooth submersion from a bounded open subset of $\mathbb{R}^m$ onto $ N \subset \mathbb{R}^n$, $m \geq n$. Further, let $M$ be given a probability measure $\mu$. Then the map ...
CommunityBot
- 1
4
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0
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182
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Approximate determinantal point process
Consider a random process defined on $2^{\mathcal{X}}$, i.e. all subsets of a set $\mathcal{X}$.
It's well known that this process is determinantal if one can find a positive semidefinite matrix $K$, ...
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