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Relation between covariance and rank

  1. Sep 21, 2015 #1
    Hi,

    Assume a matrix H n\times m, with random complex Gaussian coefficients with zero-mean and unit-variance. The covariance of this matrix (i.e., expectation [HHH]) 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
     
  2. jcsd
  3. Sep 21, 2015 #2

    mfb

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    2016 Award

    Staff: Mentor

    What does HHH mean? HHT?

    How do you compare two covariance matrices to say which one is "lower"?
     
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