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The Hermitian matrices form a real vector space where we have a Lebesgue measure. In the set of Hermitian matrices with Lebesgue measure, how does it follow that the set of Hermitian matrices with ...

Let $A\in\mathbb{R}^{m\times d}$ matrix with iid standard normal entries, and $m\geqslant d$, and define $S=A^T A$. I want to have a tight upper bound for $\sum_{k=1}^d \lambda_k^2$, where $\...

I have tried to compute the eigenvalues of random matrices of the GOE ensemble, using MATLAB. Such matrices of size $n * n $ can be obtained easily, symmetrizing matrices whose elements follow the ...

I would like to find the largest eigenvalue distribution of the following tridiagonal symmetric random matrix in an analytic way. All the ${\lambda}_i$ are distributed the same way with chi-square (...