Extension of second moment analysis to vector-valued and matrix-valued functions (Q580116)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension of second moment analysis to vector-valued and matrix-valued functions |
scientific article |
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Extension of second moment analysis to vector-valued and matrix-valued functions (English)
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1987
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The mean and invariance of \(Z=F(X)\) is characterized by using the first two moments of the elements of X, where F is a transformation between the random matrices X and Z. The techniques employed are matrix calculus and Kronecker algebra. The results can be useful in computational mechanics as for instance, as the author suggests, in stochastic analysis of steady state groundwater flow.
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random matrices
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matrix calculus
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Kronecker algebra
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steady state groundwater flow
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