随机张量的高斯分布

On Tensor Gaussian Distributions

本文首先介绍一般多元高斯分布,包括随机向量高斯分布和随机矩阵高斯分布,研究了其基本性质,重点引进随机张量高斯分布,并研究了随机张量高斯分布的基本性质。

In this paper, we first introduce the multivariate Gaussian distributions, including the Gaussian distribution of a random vector and the Gaussian distribution of a random matrix. Some basic properties of those Gaussian distributions are also investigated. We then introduce the tensor Gaussian distribution of a random matrix, and present some basic properties for tensor Gaussian distribution.