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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

11 votes
2 answers
1k views

Distribution of infinity-norm over the unit sphere

I need to compute probabilities of the form $P( \Vert X \Vert_\infty < r ),$ where $X$ is a random variable of dimension $n$, drawn with a uniform distribution on the unit sphere $\mathcal{S}_{n-1}$. …
6 votes
1 answer
594 views

when does elementwise-log preserve positive-semidefiniteness?

Let $Z$ be a positive semidefinite matrix with nonnegative entries, and define $X=\log(1+Z)$, where the $\log$ is taken entrywise, i.e., $X_{ij}=\log(1+Z_{ij})$. Are there some simple sufficient condi …