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Tagged with traces pr.probability
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Mixed moments of traces
I've seen a host of results concerning computations for $$\mathbb{E} \left[ \operatorname{tr} A^{i_1}\cdots \operatorname{tr} A^{i_j} \,\overline{\operatorname{tr} A^{k_1} \cdots \operatorname{tr} A^{...
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Probability distribution function for singular value sum of Gaussian random matrix
Let $\mathbf{X}$ be an $N \times N$ random matrix with IID Gaussian entries. They can be standard normal, but $N$ is not large: that is $N$ $<$ 6, typically. Call its singular value decomposition (...