Moments of Special Normally Distributed Matrices |
| |
Authors: | Dietmar Hudak Gerhard Richter |
| |
Affiliation: | Techn. Universit?t , Dresden |
| |
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. |
| |
Keywords: | AMS 1980 classifications Primary 60E99 60H99 secondary 62H25 |
|