Extension of second moment analysis to vector-valued and matrix-valued functions
type: Item
instance of: scholarly article
title: Extension of second moment analysis to vector-valued and matrix-valued functions
zbMATH Open document ID: 0625.76099
DOI: 10.1016/0020-7462(87)90007-2
author: F. Ma
published in: International Journal of Non-Linear Mechanics
publication date: 1987-01-01T00:00:00Z
review text: The mean and invariance of \(Z=F(X)\) is characterized by using the first two moments of the elements of X, where F is a transformation between the random matrices X and Z. The techniques employed are matrix calculus and Kronecker algebra. The results can be useful in computational mechanics as for instance, as the author suggests, in stochastic analysis of steady state groundwater flow.
Mathematics Subject Classification ID: 76S05
Mathematics Subject Classification ID: 15B52
zbMATH DE Number: 4016507
zbMATH Keywords: random matrices
zbMATH Keywords: matrix calculus
zbMATH Keywords: Kronecker algebra
zbMATH Keywords: steady state groundwater flow
reviewed by: B. Vernescu
MaRDI profile type: Publication
full work available at URL: 0020-7462(87)90007-2
OpenAlex ID: W2086956211
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description: scientific article; zbMATH DE number 4016507