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3
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Matrix positive semi-definite
We construct a non-random matrix using random variables as follows:
We fix the vector $v=(1,1).$
Let $X$ be a $\mathbb R^2$-valued random variable such that $X$ is distributed according to
$$d\mu(...
3
votes
2
answers
307
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Random matrix is positive
This is a follow up question on my previous question here that was on solved in the deterministic setting by Denis Serre, when the perturbation can be separated. Therefore, I decided to split the ...
2
votes
0
answers
1k
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Random matrices whose limit gives exact Wigner surmise
Let $M$ come from an ensemble of $N\times N$ matrices. The Wigner surmise is density function $p^W_0(s)=\frac{\pi}{2}se^{-\pi s^2/4}$. From a random matrix point of view, we can write $\rho^W_0(s)=\...