# Tagged Questions

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### Relation between the eigenvalue density and the resolvent?

Disclaimer: This is a cross-post from Math Underflow. Given that there is little activity on the subject (random-matrice) on the aformentioned site, and given that many interesting discussion on this ...
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### Determining the asymptotic behavior of random matrices with vanishing ratio dimensions

Consider an $N\times K$ random matrix $X$ (defined on a probability space $(Ω,F,μ)$) with i.i.d. entries having zero mean and variance $1/K$. There are a lot of results regarding the asymptotic ...
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### Expectation and Stieltjes transformation

I need to find the expectation of $\ln (x-\epsilon)$ with respect to a probability distribution $\mathbb{P}(x)$. A direct evaluation seems very difficult as the expression for $\mathbb{P}(x)$ is ...
Define $\mathcal S$ as the set of all $2^m$ skew-symmetric $2m \times 2m$ matrices with the form $\oplus_{j=1}^m\begin{pmatrix} 0&\pm 1 \\ \mp 1&0\end{pmatrix}$. Let $S_i, S_j \in ... 0answers 115 views ### Orthogonality of Pfaffian polynomials in$SO(2m)$I've been struggling here to invert some integral equation involving Pfaffians, and it would be very nice if you could shed some light on the problem. Let's go to it. Let$V=\{-1,1\}^{m}$and$S = ...
I have been using random matrix theory in signal processing and have some trouble understanding what the Stieltjes transform does. The gist of my work is that I have an $N\times N$ true covariance ...