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Statements
1990
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eigenvalues
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optimization
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independence
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survey
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multivariate normal distribution
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patterned covariance matrices
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Wishart distribution
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multivariate beta distribution
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Liouville-Dirichlet integrals
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distribution of characteristic roots
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Wishart matrix
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quadratic forms
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Chebyshev inequalities
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inclusion theorems
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order relations
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Loewner orderings
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majorization
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simulation problems
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generation of random orthogonal matrices
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references
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