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Results tagged with random-matrices
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user 97087
Statistics of spectral properties of matrix-valued random variables.
2
votes
distance from the mean of a normal distribution to the span of a random sample
As the $W$ matrix entries follow a multivariate normal distribution, then the probability that this matrix is singular is zero.
That makes the matrix full rank, implying that $W^\dagger = W^{-1}$. T …
