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Results tagged with random-matrices
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user 18827
Statistics of spectral properties of matrix-valued random variables.
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Distribution of dot product of two unit random vectors
Consider $\mathbf{u}, \mathbf{v}\in \mathcal{C}^M$ to be two independent unit norm random vectors on the $M-1$ dimensional complex sphere $\mathcal{S}^{M-1}$. In addition, $\mathbf{u}$ follows an isot …
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