ZeroSumRV

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How to set up NN symmetric random variables whose sum is always zero

Let AA be an N×NN \times N matrix:

A=[(N1) 1 1 1 (N1) 1 1 (N1) 1 1 1 (N1)]A=\begin{bmatrix}-(N-1)&1&1&\cdots&&&\\1&-(N-1)&1&\cdots&&&\\&&&\ddots&&&\\&&&\cdots&1&-(N-1)&1\\&&&\cdots&1&1&-(N-1)\end{bmatrix}

Let X iX_i be i.i.d. NN random variables.

Then the NN random variables defined by YAXY \equiv A \cdot X is the answer.