On the Nonsingularity of Principal Submatrices of a Random Orthogonal Matrix
نویسنده
چکیده
Let S be a random nonnegative definite matrix and let G be an orthogonal matrix such that S = GDG', where D is the diagonal matrix of the latent roots of S. In this note, we prove _ r G t t Gt21 the a.s. existence of G~I, where G-tc2~ c=j, under some weak conditions on the distribution of S. AMS Subject Classification: Primary 62H10, 60D05.
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