| 正态随机矩阵多项式的均值与协差阵 |
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| 引用本文： | 涂汉生. 正态随机矩阵多项式的均值与协差阵[J]. 西南交通大学学报, 1993, 6(4): 84-87 |
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| 作者姓名： | 涂汉生 |
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| 作者单位： | 西南交通大学应用数学系 |
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| 摘 要： | 本文应用对母函数微分的方法得到正态随机矩阵多项式的均道与协差阵的表达式。
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| 关 键 词： | 随机矩阵 均值 协差阵 |
The Mean and Covariance Matrix of Normal Random Matrix Polynomial |
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| Tu Hansheng Dept. of Appl. Mathematics. The Mean and Covariance Matrix of Normal Random Matrix Polynomial[J]. Journal of Southwest Jiaotong University, 1993, 6(4): 84-87 |
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| Authors: | Tu Hansheng Dept. of Appl. Mathematics |
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| Affiliation: | Tu Hansheng Dept. of Appl. Mathematics |
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| Abstract: | An expression for the mean and covariance matrix of normal random matrix polynomial is derived by applying the method of matrix differentiation to generating function. |
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| Keywords: | random matrix mean covariance matrix |
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