Sums of Matrix-Valued Random Variables

作者: Robert Qiu , Michael Wicks

DOI: 10.1007/978-1-4614-4544-9_2

关键词:

摘要: This chapter gives an exhaustive treatment of the line research for sums matrix-valued random matrices. We will present eight different derivation methods in this context matrix Laplace transform method. The emphasis is placed on that be hopefully useful to some engineering applications. Although powerful, are elementary nature. It remarkable modern results completion can simply derived, by using framework

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