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Questions where the notion matrix has an important or crucial role (for the latter, note the tag matrix-theory for potential use). Matrices appear in various parts of mathematics, and this tag is typically combined with other tags to make the general subject clear, such as an appropriate top-level tag ra.rings-and-algebras, co.combinatorics, etc. and other tags that might be applicable. There are also several more specialized tags concerning matrices.
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Expectation of square root of positive definite matrix
Let $U$ be a random matrix, supported on the positive-definite cone of matrices.
We denote $\sqrt{U}$ to be the principal square root of $U$. … However, the method used above is inapplicable for non-commutative matrices.
I'm wondering if there is any equivalent results known for matrices. …