Definition: Random matrix
Index: The Book of Statistical Proofs ▷ General Theorems ▷ Probability theory ▷ Random variables ▷ Random matrix
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Metadata: ID: D67 | shortcut: rmat | author: JoramSoch | date: 2020-05-27, 22:48.
Definition: A random matrix, also called “matrix-valued random variable”, is an $n \times p$ matrix $X \in \mathbb{R}^{n \times p}$ whose entries are random variables. Equivalently, a random matrix is an $n \times p$ matrix whose columns are $n$-dimensional random vectors.
- Wikipedia (2020): "Random matrix"; in: Wikipedia, the free encyclopedia, retrieved on 2020-05-27; URL: https://en.wikipedia.org/wiki/Random_matrix.
Metadata: ID: D67 | shortcut: rmat | author: JoramSoch | date: 2020-05-27, 22:48.