讲座题目 | On the independence of linear and quadratic forms in matrix normal distribution and Wishart distribution | ||
主办单位 | 数理与统计学院 | 协办单位 | 应用统计系 |
讲座时间 | 6月22日10:00-11:00 | 主讲人 | Jiyuan Tao |
讲座地点 | 行政楼1308室 | ||
主讲人简介 | Jiyuan Tao，博士，美国马里兰洛约拉大学（Loyola University Maryland）数学与统计系教授。毕业于美国马里兰大学, 巴尔的摩（University of Maryland，Baltimore County）应用数学专业。主要研究兴趣：应用分析、有限维优化和欧几里德若当代数。研究成果发表在Mathematical Programming, Mathematics of Operations Research（最优化领域的顶尖杂志），Optimization Methods and Software, Journal of Optimization Theory and Applications, Journal of Global Optimization, Linear and Multilinear Algebra和Linear Algebra and its Applications等国际权威杂志。 | ||
讲座内容简介 | It is well-known that the Craig-Sakamoto theorem establishes the independence of two quadratic forms in normal variates. Replacing the random normal vectors by the random normal matrices and Wishart variates, in this talk, we present interconnections between the independence of linear forms, quadratic forms, trace forms in matrix normal distribution and Wishart distribution. We show that the Craig-Sakamoto theorem still establishes the independence of two quadratic forms in matrix normal distribution, but it does not establish the independence of two quadratic forms in Wishart variates. | ||