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年06月06日 16:04  谭福平   浏览次数:   

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:Recruitment of Department of Mathematics

下一条:2025年上海大学数学学科数学大师讲坛第十五讲

CopyRight © Shanghai University    沪ICP备09014157   Address : 99 Shangda Road, BaoShan District, Shanghai.(traffic)   Zip Code : 200444   Tel.
Technical Support : Information Technology Office of Shanghai University   Contact Us