Theorem 4.29
(Marcus, Spielman, Srivastava (matrix))
.
Assuming that:
r
1
,
…
,
r
m
∈
ℝ
n
are independent random vectors, whose support has
≤
2
points
Then
𝔼
det
(
x
I
−
∑
j
=
1
m
r
j
r
j
⊤
)
is real rooted.