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