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Condition Numbers of Indefinite Rank 2 Ghost Wishart Matrices
Condition Numbers Indefinite Rank 2 Ghost Wishart Matrices
2012/9/19
We define an indefinite Wishart matrix as a matrix of the formA=WTWΣ, where Σis an indefinite diagonal matrix andWis a matrix of independent standard normals. We focus on the case whereWis L×2which ha...