All Questions

First, consider an $N \times N$ Hermitian random matrix $V$ from the Gaussian Unitary Ensemble (GUE). It is well known that the empirical spectral distribution of the GUE satisfies the semicircle law ...

Consider a random rectangular matrix $X\in\mathbb{R}^{N\times P}$ where each entry is drawn from iid distribution with mean $m$ and variance $s^2$, and denote $X^+$ the Moore-Penrose pseudo-inverse. ...