Timeline for Joint moments like $\tau(XYXYXY)$ in terms of individual moments of free variables $X,Y$
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Mar 3 at 20:01 | comment | added | ofer zeitouni | @MichaelHardy The eigenvalues of Wishart matrices are the squares of the eigenvalues of the block matrix that has X in its upper right corner, X^T in the lower left corner, and 0 elsewhere. As such, they are nothing but what is called "Generalized Wigner matrices". Much of the modern theory (including local laws, universality, etc) applies to generalized Wigner matrices. | |
| Mar 2 at 17:06 | comment | added | Michael Hardy | I wonder whether the community will some day recognize a subject called "random matrix theory" that somehow includes the study of Wishart matrices. Many books like the cited one by Terrence Tao never mention those, but I wonder whether, among those not belonging to the present-day random matrix community that consumes lots of things like that book, Wishart matrices my be the most well known random matrices. | |
| Mar 2 at 11:25 | answer | added | Roland Speicher | timeline score: 4 | |
| Mar 2 at 5:42 | answer | added | Michael Engelhardt | timeline score: 3 | |
| Mar 1 at 19:15 | history | asked | Yaroslav Bulatov | CC BY-SA 4.0 |