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Results tagged with random-matrices
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user 165450
Statistics of spectral properties of matrix-valued random variables.
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Expectation of random matrix
Assume $Q$ is a positive definite random matrix such that $0 < \lambda_{\min}(Q)....\leq \lambda_{\max}(Q) \leq 1$ holds. I want to show that
\begin{align}
E\left[\frac{\lambda_{\min}(Q)}{\lambda_{\mi …
- 3