Orthogonally invariant sequences as Gaussian scale mixtures: An alternate proof (Q2366546)
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scientific article; zbMATH DE number 227118
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| English | Orthogonally invariant sequences as Gaussian scale mixtures: An alternate proof |
scientific article; zbMATH DE number 227118 |
Statements
Orthogonally invariant sequences as Gaussian scale mixtures: An alternate proof (English)
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17 August 1993
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characterization of orthogonally invariant sequences
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exchangeability
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Gaussian sequence
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rotation invariance
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factorization
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standard Gaussian matrix
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scale mixture of independent standard Gaussian variables
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0.84013635
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0.8401089
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0.8387617
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0.8385558
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0.83818567
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