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Eigenvalues and eigenvectors of Gaussian random matrices

Let us assume we have a square matrix $A$ whose entries are sampled from a standard Gaussian distribution of mean $0$. Do we have any information about the distribution of its eigenvalues? ...
Alfred's user avatar
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2 votes
1 answer
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Components of a Gram matrix and its eigenvalues

The Gram Matrix is defined as $$\sum_{i=1}^n X_iX_i^T,$$ where $X_i$ is drawn from the unit sphere based according to some continuous distribution (Relation between eigenvalues and the gram matrix for ...
rostader's user avatar
  • 215
2 votes
0 answers
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On a random matrix construction

Given a symmetric matrix $M\in\Bbb Z^{n\times n}$ or rank $r$ with absolute value of any entry bound by $2^{b^2-1}-1$ and maximum eigenvalue at most $\lambda$. We consider the set $\mathcal T_b$ of $\...
Turbo's user avatar
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