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11
votes
Accepted
Lower-bound for smallest eigenvalue of random $k \times $k matrix $C(W)$ defined by $C(W)_{i...
We have
$$ C(W) = 2 A \circ A + v v^\top$$
where $v$ is the vector with entries $\|w_i\|^2$, $A$ is the Wishart matrix with entries $w_i^\top w_j$, and $\circ$ is the Hadamard product. From the Schur …
3
votes
Accepted
Tail bounds on eigenvalue gaps for GUE
This is studied in
Gérard Ben Arous and Paul Bourgade, Extreme gaps between eigenvalues of random matrices, Ann. Probab. 41 (2013), no. 4, 2648--2681.
(Ah, so that's how the "insert citation" butto …