Seminar第2860讲 矩阵正态分布和Wishart分布中线性形式和二次形式的独立性

创建时间:  2025/06/06  谭福平   浏览次数:   返回

报告题目 (Title):On the independence of linear and quadratic forms in matrix normal distribution and Wishart distribution(矩阵正态分布和Wishart分布中线性形式和二次形式的独立性)

报告人 (Speaker): Jiyuan Tao 教授(马里兰洛约拉大学)

报告时间 (Time):2025年 6 月13日 (周五) 9:30-10:30

报告地点 (Place):校本部F309

邀请人(Inviter):王卿文


报告摘要:It is well-known that the Craig-Sakamoto theorem establishes the independence of two quadratic forms in normal variates. Replacing the random normal vectors by the random normal matrices and Wishart variates, in this talk, we present interconnections between the independence of linear forms, quadratic forms, trace forms in matrix normal distribution and Wishart distribution. We show that the Craig-Sakamoto theorem still establishes the independence of two quadratic forms in matrix normal distribution, but it does not establish the independence of two quadratic forms in Wishart variates.

上一条:Seminar第2861讲 数据同化介绍及其在各学科中的应用

下一条:Seminar第2859讲 张量积函数能否表示多项式复杂度中具有反对称约束的高维问题?

  版权所有 © 上海大学   沪ICP备09014157   沪公网安备31009102000049号  地址:上海市宝山区上大路99号    邮编:200444   电话查询
 技术支持:上海大学信息化工作办公室   联系我们