Statistics of spectral properties of matrix-valued random variables.

**12**

votes

**4**answers

1k views

### An experiment on random matrices

A bit unsure if my use/mention of proprietary software might be inappropriate or even frowned upon here. If this is the case, or if this kind of experimental question is not welcome, please let me ...

**9**

votes

**1**answer

662 views

### U(3) Sato-Tate measure.

An undergraduate is performing some computations, related to a Sato-Tate conjecture of $U(3)$ type (a curve over $Q$, for which the roots of local L-functions look like eigenvalues of a random matrix ...

**10**

votes

**3**answers

1k views

### Random Walks and Lyapunov exponents

Given a sequence $Y_1, Y_2, \dots$ of i.i.d. matrices in $GL_n(\mathbb R)$, there is a theorem of Furstenberg and Kesten which says that if $\mathbb E(\log||Y_1||)$ is finite, there exists a constant ...

**6**

votes

**1**answer

462 views

### distribution of degree of minimum polynomial for eigenvalues of random matrix with elements in finite field

This is an attempt to extend the current full fledged random matrix theory to fields of positive characteristics. So here is a possible setup for the problem: Let $A_{n,p}$ be an $n \times n$ matrix ...

**0**

votes

**1**answer

212 views

### Probability on the distance

Let $A$ be an $n\times n$ gaussian matrix whose entries are i.i.d.
copies of a gaussian variable, and $\left\{ a_{j}\right\} _{j=1}^{n}$
be the column vectors of $A$. How to show that the probability
...

**12**

votes

**7**answers

5k views

### Expected determinant of a random NxN matrix.

What is the expected value of the determinant over the uniform distribution of all possible 1-0 NxN matrices? What does this expected value tend to as the matrix size N approaches infinity?

**8**

votes

**0**answers

287 views

### A formula for moments of the limit distribution of singular values in the proof of the circular law

One of the steps in the proof of the circular law in random matrix theory is obtaining the limiting spectral distribution for the matrix
$(\frac{1}{\sqrt{n}} X_n - zI)(\frac{1}{\sqrt{n}} X_n - ...

**6**

votes

**5**answers

799 views

### L-functions and random matrices

I am curious about the connection between properties of L-functions and random matrices, and about (if existent) function field versions of that. Do you know a survey or an other article where one ...

**2**

votes

**4**answers

2k views

### Symmetrical Presentation of 4-Dimensional Rotation Matrix

This question is not urgent; just a matter of curiosity...
It is relatively easy to generate an arbitrary 3D or even 4D rotation matrix using conjugation (i.e. YXY−1) of orthogonal rotations. I ...

**8**

votes

**3**answers

846 views

### Singularity of sparse random matrices

The following topic came up in conversation with my office-mate Lionel: Let $p$ be a fixed prime, $c$ a fixed positive real parameter and $n$ a large number. Consider a random $(0,1)$ matrix with ...