All Questions
Tagged with linear-algebra probability-distributions
5 questions
14
votes
1
answer
417
views
Lipschitz property of the determinant
$\newcommand{\A}{\mathcal A}\newcommand{\Tr}{\operatorname{tr}}$For $c$ and $C$ such that $0<c<C<\infty$, let $\A_{d;c,C}$ denote the set of all symmetric positive-definite real $d\times d$ ...
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 ...
3
votes
0
answers
225
views
Eigenvalues of Hadamard product of two Wishart-type matrices
Given two independent Gaussian matrices with i.i.d. entries: $A\in\mathbb{R}^{n\times p}$ and $B\in\mathbb{R}^{n\times q}$, where and $A_{i,j},B_{i,j}\sim\mathcal{N}(0,1)$. Assume that $\max(p,q)<n....
3
votes
1
answer
248
views
Log-convexity of conditional variances
Let $K$ be a positive integer and $C$ be any $K \times K$ non-singular matrix. For positive real numbers $q_1, \dots, q_K$, define
$$\Sigma(q_1, \dots, q_K) = CC' + diag(\frac{1}{q_1}, \dots, \frac{1}...
2
votes
1
answer
905
views
Diagonalizability of Gaussian random matrices
Let $X$ be an $n\times n$ matrix whose elements are i.i.d. sampled from a normal distribution of zero mean and unit variance. Is $X$ diagonalizable over $\mathbb{C}$ with probability 1? Is there a ...