Timeline for Distribution of the spectrum of a perturbed matrix
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Oct 23, 2013 at 8:02 | comment | added | Mark Meckes | No, I was confused. I thought the OP meant for $G$ to be symmetric matrix with N(0,1) entries on and above the diagonal, which is not quite the GOE and is not orthogonally invariant. But I see now that the OP didn't say that $G$ should be symmetric, so there's no problem with what you said. | |
| Oct 23, 2013 at 7:30 | vote | accept | Lior Eldar | ||
| Oct 22, 2013 at 21:05 | comment | added | Carlo Beenakker | @MarkMeckes --- you mean that the analysis depends on whether $G$ is symmetric or not? I'm probably confused, but where did I make that assumption? | |
| Oct 22, 2013 at 20:42 | comment | added | Mark Meckes | Although the OP may have meant for $G$ to be a GOE matrix, that's not what the question actually said. That shouldn't actually change the answer, but it makes the analysis less trivial. | |
| Oct 22, 2013 at 13:03 | history | answered | Carlo Beenakker | CC BY-SA 3.0 |