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5 votes
0 answers
202 views

Difficulty of solving $Ax=b$ in terms of limiting spectral density of $A$?

Suppose $A$ is a random real-valued $n\times n$ matrix and we want to know the difficulty of solving $Ax=b$ when entries of $b$ are sampled IID from Normal$(0,1)$. Can we say anything about the ...
Yaroslav Bulatov's user avatar
5 votes
2 answers
296 views

On the “Non-conservation of parity in weak interactions”

Kostrikin and Manin, in their Linear Algebra and Geometry, state that: (The excerpt is on pp. 42-43.) The statement comes after a proof of general linear group over reals having two connected ...
Alp Uzman's user avatar
  • 258
1 vote
1 answer
247 views

Linearity of the directional derivative of a convex functional at the minimum

Let $H$ be a Hilbert space, $T_+(H)$ the set of positive self-adjoint trace-class operators on $H$, and $f : T_+(H) \to [0,m]$ a non-negative, bounded, convex functional. I don't necessarily know that ...
Artemy's user avatar
  • 695
4 votes
2 answers
2k views

Advanced reference and roadmap about random matrices theory

There is few posts on MO that asked about reference on this topic, and I found some difficulty during the process of getting myself into the subject so here is the question. I really want to hear ...
5 votes
2 answers
389 views

Pfaffian of several skew-linear transformations / matrices

Introduction: Let's assume we have a 2-form $\alpha=(1/2)\sum_{j,k=1}^n a_{jk}\ e_j\wedge e_k$, where $n=2m$, and $a_{jk}\in\mathbb C$. We know that $\alpha^{\wedge m}=\alpha\wedge\alpha\dots\wedge\...
BarTov's user avatar
  • 53
0 votes
1 answer
130 views

Reference for measures of commutativity needed

I'm looking for an appropriate measure to quantify the extent to which two matrices commute. In other words, if A and B are two n×n Hermitian matrices, and [A,B]=C. I'd like a function μ:Cn×n→[0,∞) ...
Michael Jarret's user avatar