Moments of Special Normally Distributed Matrices
Authors:
Dietmar Hudak a;
Gerhard Richter a
| Affiliation: | a Techn. Universit t, Dresden |
DOI:
10.1080/02331889708802539
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
In solving systems of simultaneous random linear algebraic equations some approximating methods lead to the problem of determinating moments of special random matrices and vectors. In this article corresponding formulas are provided for moments of some normally distributed matrices. The deduced relations can be considered as a generalization of the known formulas for the central moments of normally distributed random variables.
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| Keywords: Random Gaussian matrix; moments of normally distributed matrices |
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