All Questions

Consider the Gaussian Orthogonal Ensemble, considered as a probability measure $\mu$ on the space of real symmetric matrices. Let $\mu|PD$ denote this measure conditioned on the event that the matrix ...

I'm working on an application where I would greatly benefit from knowing the distributions of the eigenvalues of a real-valued random matrix whose elements can be assumed to be Gaussian, but where I ...

Let $A$ be an $n\times n$ real matrix with entries in a fixed interval $[a_\min,a_\max]$, with $a_\min$, $a_\max>0$. Question: Are there any upper bounds on the condition number of the ...

Does anyone know anything about the determinant of a random $n\times n$ row stochastic matrix? What I have in mind is that the rows are independently selected from the uniform distribution on the unit ...

Let $A$ be a real asymmetric $n \times n$ matrix with i.i.d. random, zero-mean elements. What results, if any, are there for the eigenvectors of $A$? In particular: How are individual eigenvectors ...