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Statistical independence of eigenvectors of real symmetric Gaussian random matrices
What is known about the statistical independence of the eigenvectors of a real symmetric matrix with independent Gaussian entries with zero mean, and finite variance? The matrix elements are not ...
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3
votes
2
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Singular Value Decomposition of Noisy Matrices
I am an engineer who makes measurements of a variable over a grid
of, say, $m\times n$. Since these are actual measurements, the true
values are always corrupted by noise, and what I measure is a ...
