论文信息 - Statistical Theory of Random Matrices

Statistical Theory of Random Matrices

This chapter examines the statistical properties of random matrices whose probability density belongs to the class of matrix radial densities. The results presented in this chapter constitute the theoretical foundations of the algorithms for generation of random matrices uniformly distributed in norm bounded sets subsequently presented in Chap. 18.

R. Tempo | G. Calafiore | F. Dabbene

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