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Results tagged with random-matrices
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user 15517
Statistics of spectral properties of matrix-valued random variables.
40
votes
1
answer
5k
views
When should we expect Tracy-Widom?
The Tracy-Widom law describes, among other things, the fluctuations of maximal eigenvalues of many random large matrix models. Because of its universal character, it obtained his position on the podiu …
- 2,135
15
votes
2
answers
3k
views
What do we actually know about logarithmic energy ?
In potential theory, the $\textit{logarithmic energy}$ of a Radon measure $\mu$ acting on $\mathbb{C}$ is defined by
$$I(\mu)=\iint\log\frac{1}{|x-y|}\mu(dx)\mu(dy).$$ Of course it is not well define …
- 2,135