Some Variational Results and Their Applications in Multiple Inference
Some Variational Results and Their Applications in Multiple Inference
Let $(\mathbf{M}, \mathbf{T}, \mathbf{S})$ be random matrices such that $\mathbf{M}$ and $\mathbf{S}$ are Hermitian positive definite almost everywhere. Let $\mathbf{M}_{(t)} = \lbrack m_{ij}; 1 \leqq i, j \leqq t\rbrack, \mathbf{S}_{(t)} = \lbrack s_{ij}; 1 \leqq i, j \leqq t\rbrack$ and $\mathbf{T}_{(r,s)} = \lbrack t_{ij}; 1 \leqq i \leqq r, 1 …