An Introduction to Wishart Matrix Moments

ISBN-13: 9781680835069 / Angielski / Miękka / 2018 / 134 str.

Adrian N. Bishop; Pierre del Moral; Angele Niclas

Spis treści

• 1. Introduction
• 2. Some preliminary results
• 3. Matrix moment polynomial formulae
• 4. Laplace matrix transforms
• 5. Concentration and trace-type estimates
• 6. Proof of the main results
• Appendix
• References