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Statistics of spectral properties of matrix-valued random variables.

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Random pseudo-inverse matrix problem

Given a matrix $M \in \mathbb{R}^{n \times N_d}$, $N_d \gg n$ and $\mathrm{rank}(M) = n$, the entries of $M$ are denoted as $M_{[ij]}, i = 1,...,n, j = 1,..., N_d$ and $M_{[ij]} \in [-\textbf{m}, \tex …
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