Inverse of a Sum of Random Matrices: A Dynamical Mean-Field Approach

Burak Çakmak, Manfred Opper

We study $({\mathbf{O}}^{\top }\mathbf{AO}+\mathbf{B}{)}^{-1}$, where $\mathbf{A},\mathbf{B}\in {\mathbb{R}}^{N\times N}$ are symmetric positive definite, with limiting eige…