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Results tagged with random-matrices
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user 101267
Statistics of spectral properties of matrix-valued random variables.
2
votes
0
answers
39
views
Confused about the generality of statements regarding rank one deformations of Wigner matrices
I'm interested in the behavior of the largest eigenvalue of random $n \times n$ Hermitian matrices of the form $A^{n} = \frac{1}{2}(Q^{n}+(Q^{n})^{\dagger})$ where the real and imaginary components of …
- 273
10
votes
5
answers
3k
views
Reviews of Probability in High Dimension not by Van Handel
I'm completely in love with Ramon van Handel's lecture notes Probability in High Dimension and I would like to find more learning resources. Lecture notes or reviews would be ideal as anything in this …
- 273