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3 answers
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Extending GUE to a measure on operators?

Let $\mathcal H_n$ denote the space of Hermitian $n\times n$ matrices and let $\mu_{GUE}$ denote the following measure on $\mathcal H_n$: $$ \mu_{GUE}(dM) = \exp\left( -\frac{n}{2}\text{tr}\ M^2\right)...
1 vote
0 answers
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Bound the expectation of trace norm of random Hermitian matrix

Suppose $H_i$ are traceless $d\times d$ Hermitians, $X_i$ are Standard normal distribution for $1\leq i\leq d^2$. We would like to bound the following expectation on the trace norm $\mathbb{E}|\sum_{...