All Questions
3 questions with no upvoted or accepted answers
3
votes
0
answers
151
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Largest eigenvalue divided by $n$
Let $X$ be an $n\times n$ symmetric random matrix whose diagonal is fixed as $1$, and every element in the upper triangle (excluding the diagonal) is drawn from Bernoulli($p$). The elements in the ...
3
votes
0
answers
435
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Rank of Hadamard product with random matrices
I do research in statistics and am not sure whether the following is considered research level or not in mathematics. If it isn't, I'm happy because that means the answer is probably known and I can ...
1
vote
0
answers
80
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Moments from characteristic function for matrices
When $x$ is a random variable with the smooth characteristic function $\phi_x(t) = \mathbb{E}e^{itx}$, we can easily compute the moments as $\mathbb{E}[x^k] = i^{-n}\phi_x^{(n)}(0)$. There is no magic ...