English

Tensor distributions with covariance tensor or correlation tensor

Probability 2021-08-19 v2

Abstract

In this article, we define the matricization of a tensor and we present some properties of the matricization. After that, we define the determinant of a tensor and we present some properties of the determinant. We define the covariance tensor and we present some properties of the covariance tensor. In a similar way, we define the correlation tensor. We define the tensor normal distribution. In a similar way, we define the tensor elliptical distributions. We prove the equivalence of the tensor elliptical distribution representations.

Keywords

Cite

@article{arxiv.2108.07245,
  title  = {Tensor distributions with covariance tensor or correlation tensor},
  author = {Yurii Yurchenko},
  journal= {arXiv preprint arXiv:2108.07245},
  year   = {2021}
}

Comments

9 pages; corrected typos

R2 v1 2026-06-24T05:09:41.725Z