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Community Bot
Community Bot
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One way of looking at this is that, up to normalization, the GUE is standard Gaussian measure on the space of Hermitian matrices, equipped with the Hilbert-Schmidt or Frobenius inner product. So what you're asking for is a special case of extending the notion of standard Gaussian measure to a particular infinite-dimensional space. But you can't do that.you can't do that.

One way of looking at this is that, up to normalization, the GUE is standard Gaussian measure on the space of Hermitian matrices, equipped with the Hilbert-Schmidt or Frobenius inner product. So what you're asking for is a special case of extending the notion of standard Gaussian measure to a particular infinite-dimensional space. But you can't do that.

One way of looking at this is that, up to normalization, the GUE is standard Gaussian measure on the space of Hermitian matrices, equipped with the Hilbert-Schmidt or Frobenius inner product. So what you're asking for is a special case of extending the notion of standard Gaussian measure to a particular infinite-dimensional space. But you can't do that.

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Mark Meckes
Mark Meckes
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One way of looking at this is that, up to normalization, the GUE is standard Gaussian measure on the space of Hermitian matrices, equipped with the Hilbert-Schmidt or Frobenius inner product. So what you're asking for is a special case of extending the notion of standard Gaussian measure to a particular infinite-dimensional space. But you can't do that.