Timeline for Eigenvalue distribution of a special symmetric matrix of uniform random variables
Current License: CC BY-SA 3.0
6 events
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| Jan 13, 2018 at 21:46 | comment | added | ofer zeitouni | Actually, the mean is $1/2$ and the variance is $1/12$, so you are in the regime that the rank 1 perturbation dominates and the fluctuations are Gaussian. Read the answer (and references) to your previous question mathoverflow.net/questions/290582/… | |
| Jan 13, 2018 at 20:55 | history | edited | Tony | CC BY-SA 3.0 |
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| Jan 13, 2018 at 20:06 | history | edited | Tony | CC BY-SA 3.0 |
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| Jan 13, 2018 at 20:05 | comment | added | Carlo Beenakker | an exact result for any $n$ is unlikely, but for large $n$ you should recover the GOE distribution (Gaussian distribution or uniform distribution should not make difference for large $n$). | |
| Jan 13, 2018 at 20:03 | history | edited | Tony | CC BY-SA 3.0 |
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| Jan 13, 2018 at 19:52 | history | asked | Tony | CC BY-SA 3.0 |