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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 $d\times d$ ...
Iosif Pinelis's user avatar
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 ...
Lewi_Sol's user avatar
  • 309
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....
M-Brust's user avatar
  • 31
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}...
Xiaosheng Mu's user avatar
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 ...
user50394's user avatar
  • 123