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Results tagged with eigenvalues
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user 41978
eigenvalues of matrices or operators
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Independence of Eigenvalues of Wishart
This question regards a previous post, but it is not immediately obvious the two are related, so I ask it anyways: are the eigenvalues of a Wishart matrix $\mathbf{S}$ $=$ $\frac{1}{N}\frac{\mathbf{X'} … The implication is that the distribution of the sum of the eigenvalues could be computed from the characteristic function method if that were true. …
