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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Rank of covariance matrix whose diagonal elements are same [closed]

Suppose A is a covariance matrix whose diagonal elements are same, i.e. $A_{1,1}=A_{2,2}=\cdots=A_{N,N}$, can we conclude that A is full rank? Suppose the absolute values of the off-diagonal elements …
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