orthogonally invariant for random matrices

[[concept]]

Topics

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Orthogonally Invariant

A random matrix $G\in {\mathbb{R}}^{d\times m}$ is left orthogonally invariant if $\text{Law}(G)=\text{Law}(QG)$ for all $Q\in \mathcal{O}(d)$

We say $G$ is right orthogonally invariant if $\text{Law}(G)=\text{Law}(GR)$ for all $R\in \mathcal{O}(m)$

And we say $G$ is orthogonally invariant if it is both of the above hold

References

References

See Also

Mentions

Mentions

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