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Smallest eigenvalue of a tricky random matrix
While experimenting with positive-definite functions, I was led to the following:
Let $n$ be a positive integer, and let $x_1,\ldots,x_n$ be sampled from a zero-mean, unit variance gaussian. Consider ...
2
votes
1
answer
244
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Expected minimal distance of eigenvalues
Let $A$ be an arbitrary symmetric matrix and $B$ be a random GUE matrix. I would like to know. Are there any results on the minimal eigenvalue distance between two distinct eigenvalues of $A+B$? I ...