Orthogonally invariant sequences as Gaussian scale mixtures: An alternate proof (Q2366546)

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Orthogonally invariant sequences as Gaussian scale mixtures: An alternate proof
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    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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