Natural Sciences, Mathematics, 2026
ON RANDOM WEIGHTED SUM OF POSITIVE SEMI-DEFINITE MATRICES
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Submitted: 2025-01-29
© 2026 by author(s) and The Gufo Inc.
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Abstract
LetA1,…,Anbe fixed positive semi-definite matrices, i.e.Ai∈S+p(R)∀i∈{1,…,n}andu1,…,unare i.i.d. withui∼N(1,1). Then, the object ofour interest is the following probabilityP(n∑i=1uiAi∈S+p(R)).In this paper we examine this quantity for pairwise commutative matrices.Under some generic assumption about the matrices we prove that the weightedsum is also positive semi-definite with an overwhelming probability. Thisprobability tends to1exponentially fast by the growth of number of matricesnand is a linear function with respect to the matrix dimension p.