Google Answers Logo
View Question
 
Q: Product of random matrices : Real Gaussian Entries. ( No Answer,   0 Comments )
Question  
Subject: Product of random matrices : Real Gaussian Entries.
Category: Science > Math
Asked by: sameer_19-ga
List Price: $20.00
Posted: 31 Mar 2006 23:59 PST
Expires: 01 Apr 2006 20:22 PST
Question ID: 714273
I have a question from random matrix theory . If u be any norm one
vector and, let X be a matrix with i.i.d standard normal entries of
size N X M. I want to know what is the distribution of u^{T} X {X^{T}
X}^{-2} X^{T}
u. superscript T denotes transpose  I know that the answer is
independent of what u is as the matrix X{X^{T} X}^{-2} X^{T} has
symmetry in terms of it's eigen
structure. 

One of my starting conjectures is that this distribution might be same
as distribution
of u^{T}{X^{T}X}^{-1}u.

Clarification of Question by sameer_19-ga on 01 Apr 2006 00:01 PST
Ofcourse, u is a N X 1 vector for this to make sense .

Clarification of Question by sameer_19-ga on 01 Apr 2006 20:17 PST
In my conjecture though, u is som arbitrary M X 1 vector
Answer  
There is no answer at this time.

Comments  
There are no comments at this time.

Important Disclaimer: Answers and comments provided on Google Answers are general information, and are not intended to substitute for informed professional medical, psychiatric, psychological, tax, legal, investment, accounting, or other professional advice. Google does not endorse, and expressly disclaims liability for any product, manufacturer, distributor, service or service provider mentioned or any opinion expressed in answers or comments. Please read carefully the Google Answers Terms of Service.

If you feel that you have found inappropriate content, please let us know by emailing us at answers-support@google.com with the question ID listed above. Thank you.
Search Google Answers for
Google Answers  


Google Home - Answers FAQ - Terms of Service - Privacy Policy