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Results tagged with random-matrices
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user 48609
Statistics of spectral properties of matrix-valued random variables.
0
votes
0
answers
377
views
eigenvalue distribution of random projection
Suppose that $A$ is an $n\times n$ diagonal matrix with positive diagonal elements and $\Pi$ is a random $k\times n$ matrix that could be
(a) i.i.d. Gaussian, or
(b) $k$ rows of a random orthogonal m …
- 640
3
votes
1
answer
525
views
trace norm of AGB, where G is Gaussian random matrix
Suppose that $A$, $B$ are deterministic $n\times n$ matrices and $G$ a Gaussian matrix of i.i.d. entries $N(0,1)$.
I'd like to establish an upper bound of the trace norm of $AGB$ as
$$
\mathbb{E}\|AG …
- 640
4
votes
1
answer
1k
views
submatrix of orthogonal matrix
Suppose that $O$ is a uniformly random orthogonal matrix (w.r.t. Haar measure) and $X$ be its top-left $k\times k$ block.
There have been some literature studying the distribution of eigenvalues of …
- 640
1
vote
1
answer
1k
views
product of Gaussian random matrix and a deterministic diagonal matrix
Suppose that $G$ is an $n\times n$ Gaussian random matrix of i.i.d. entries $N(0,1/n)$ and $D$ is an $n\times n$ deterministic diagonal elements. I'd like to know if there have been results on the sin …
- 640