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Schrodinger operators, operators on manifolds, general differential operators, numerical studies, integral operators, discrete models, resonances, non-self-adjoint operators, random operators/matrices

5 votes
Accepted

Expected value of the spectral norm of a Wishart matrix?

I don't think there's an exact expression, but the Bai–Yin result does give the right prediction. It's a little easier to state nice-looking results for a $p \times n$ matrix $X$ with independent sta …
Mark Meckes's user avatar
  • 11.4k
3 votes

Traceless GUE : Four Centered Fermions

Folkmar's answer gives much more detailed information, but here's a more quick-and-dirty answer. Assuming I'm reading your normalization right, for you the diagonal entries of $H$ are $N$ i.i.d. stan …
Mark Meckes's user avatar
  • 11.4k