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Results tagged with random-matrices
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user 5428
Statistics of spectral properties of matrix-valued random variables.
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Random matrices having all real eigenvalues: uniform vs gaussian distributions
Let $P_n$ be the probability that a $n \times n$ real random matrix with independent entries and uniformly distributed on $[0,1]$ has all real eigenvalues.
Let $Q_n$ be the same probability, for a st …
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