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Statistics of spectral properties of matrix-valued random variables.

1 vote
1 answer
93 views

Maximum column norm of random $A^{-1}B$

Suppose that $A$ is an $n$ by $n$ Gaussian matrix (each component i.i.d. normal distributed with mean 0 and variance 1). Let $b$ be a $n$-Gaussian vector. Then it could be easily proven that the media …
1 vote
2 answers
64 views

Distribution of the constraint matrix conditioned on the solution of the linear system

Suppose that A is a random matrix in $R^{n\times n}$, with each component independently and identically distributed (iid) according to $\mathcal{N}(0,1)$. Additionally, b is a random vector in $R^n$, …