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.
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Mathematics
, 2025, Issue 1, pp. 1–10
ISSN Online: 0000-0000
DOI:
10.xxxx/example-doi