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A note on the expected values of powers of a matrix

 

作者: M. Rahman,   M. Ahsanullah,  

 

期刊: Canadian Journal of Statistics  （WILEY Available online 1973）
卷期: Volume 1, issue 1‐2  

页码: 123-125

 

ISSN:0319-5724

 

年代: 1973

 

DOI:10.2307/3314652

 

出版商: Wiley‐Blackwell

 

关键词: Matrix inequalities;positive definite matrices;random matrices;convexity;expectations;matrix powers

 

数据来源: WILEY

 

摘要:

AbstractIt is known [Z] that if X is any positive random variable, thenE(Xn)>[E(X)]nfor any integer n, provided the expectations exist. A matrix generalization of this result for n = ‐1 was given in [1]. We will show that a simple exercise in matrix analysis yields the matrix generalization for any integer n, positive or negativ

 

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