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This chapter gives an exhaustive treatment of the line of research for sums of matrix-valued random matrices. We will present eight different derivation methods in this context of matrix Laplace transform method. The emphasis is placed on the methods that will be hopefully useful to some engineering applications. Although powerful, the methods are elementary in nature. It is remarkable that some modern results on matrix completion can be simply derived, by using the framework of sums of matrix-valued random matrices.
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- Sums of Matrix-Valued Random Variables
- Springer New York
- Chapter 2
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