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Results tagged with random-matrices
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user 481145
Statistics of spectral properties of matrix-valued random variables.
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A naive question about non-Hermitian random matrix
The resolvent of a matrix $\mathbf{A}$ is defined as
\begin{equation}
\mathbf{G}_{\mathbf{A}}(z) = \left(\mathbf{A} - z \mathbf{1}_n\right)^{-1}, \quad z \in \mathbb{C} \setminus \sigma(\mathbf{A}),
\ …
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