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Results tagged with random-matrices
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user 5621
Statistics of spectral properties of matrix-valued random variables.
14
votes
0
answers
1k
views
What is the reason the eigenvalues of GUE and CUE matrices tend locally to the same distribu...
It's well known in random matrix theory that locally the eigenvalues of a random matrix from the Gaussian unitary ensemble tend to a sine-kernel determinantal point process. Likewise, locally the eige …
- 2,151
16
votes
2
answers
1k
views
Evaluation of a combinatorial sum (that comes from random matrices)
I'm looking for an elementary combinatorial/generating function/etc proof of the following result:
For nonnegative integers $r$,
$$\frac{1}{r!} = \sum_{p_0+p_1+\cdots = r} \frac{1}{(p_0!)^2(p_1!)^2\ …
- 2,151