Hi,(adsbygoogle = window.adsbygoogle || []).push({});

Assume a matrixHn\times m, with random complex Gaussian coefficients with zero-mean and unit-variance. The covariance of this matrix (i.e.,expectation [HH^{H}]) assuming that m = 1 is lower than another H matrix when m > 1 ??

If this holds, can anyone provide a related reference?

Thanks in advance

**Physics Forums - The Fusion of Science and Community**

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Relation between covariance and rank

Loading...

Similar Threads - Relation between covariance | Date |
---|---|

Prove relation between generators and automorphisms of Z/nZ* | Jun 5, 2015 |

Relation between unit tangent/normal vectors, curvature, and Lin. Alg. | Jun 7, 2014 |

(empirical) relation between MSE and condition number | Feb 28, 2014 |

Relation between spectra of operator and spectrum of a fourier transfo | Jun 23, 2013 |

Proving a relation between cross and dot products | Oct 3, 2012 |

**Physics Forums - The Fusion of Science and Community**