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Let $X$ be an $n \times d$ random matrix with iid entries from $N(0, 1/d)$. Let $S:=X^\top X/n$, a $d \times d$ Wishart matrix and let $T = e^{S} := \sum_{k=0}^\infty \dfrac{S^k}{k!}$ be its ...

I am trying to find out the distribution of a matrix exponential which is a function of a random variable. My mathematics background is very limited and I hope I can receive some help from here. What ...