Positive definite matrices play a central role in mathematics, physics, statistics and engineering due to their unique properties and widespread applicability. These matrices, which are characterised ...
Let $\{X_{ij}\}$, i, j =..., be a double array of i.i.d. complex random variables with EX₁₁ = 0, E|X₁₁|² = 1 and E|X₁₁|⁴ < ∞, and let $A_{n}=\frac{1 ...
This is a preview. Log in through your library . Abstract A theorem is proven which relates the matrices of eigenvalues and eigenvectors of matrix products $AB^{T ...
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