All Questions

Let $A\in\mathbb{R}^{n\times n}$ be a given normal matrix, i.e. $A^TA=AA^T$. Let $P_s\in\mathbb{R}^n$ be a random projection matrix to an $s$-dimensional subspace in $\mathbb{R}^n$. Suppose $\frac{A+...

Let $G_\mathbb{R}\in\mathbb{R}^{n\times n}$ and $G_\mathbb{C}\in\mathbb{C}^{n\times n}$ denote the real and complex Ginibre random matrices, i.e. random matrices with independent real/complex Gaussian ...

Let $T$ be a $N\times N$ transition matrix for a markov chain with $N$ states. Thus $T_{ij}$ is the probability of transition from state $i$ to state $j$ (and thus rows summing to one). Now consider ...

A common estimation problem in signal processing assumes the following signal model \begin{equation} \mathbf{r} = \sum_{i=1}^{Q}\alpha_i\mathbf{s}\left(w_i\right)+\mathbf{n} \end{equation} where $\...

The Perron-Frobenius theorem says that the largest eigenvalue of a positive real matrix (all entries positive) is real. Moreover, that eigenvalue has a positive eigenvector, and it is the only ...