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Eigenvalues of Hadamard product of two Wishart-type matrices
Given two independent Gaussian matrices with i.i.d. entries: $A\in\mathbb{R}^{n\times p}$ and $B\in\mathbb{R}^{n\times q}$, where and $A_{i,j},B_{i,j}\sim\mathcal{N}(0,1)$. Assume that $\max(p,q)<n....
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Diagonalizability of Gaussian random matrices
Let $X$ be an $n\times n$ matrix whose elements are i.i.d. sampled from a normal distribution of zero mean and unit variance. Is $X$ diagonalizable over $\mathbb{C}$ with probability 1? Is there a ...