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added 38 characters in body

edited Oct 8, 2017 at 16:41

positive definiteness of random matrix

Given nxn matrix, that builded by random variables with distribution N(0,1). How to calculate probability of positive-definitness of this matrix if:

matrix is symmetric
matrix is not symmetric

pr.probability matrices

asked Oct 8, 2017 at 16:32

Mark Tuliy