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Statistics of spectral properties of matrix-valued random variables.

6 votes
1 answer
170 views

A second-order recursion (functional equation)

In a calculation of some momenta of random matrices (GOE), I encounter a functional equation, in the form of a second-order recursion, $$L(s+1)=L(s)+2s(2s+1)L(s-1).$$ Is it familiar to someone ? Is th …
Denis Serre's user avatar
  • 52.3k
7 votes
3 answers
452 views

An infinite product associated with random matrices

Motivation Let ${\mathbb F}_q$ be the field with $q$ (a power of some prime number) elements. Then the order of $GL_n({\mathbb F}_q)$ is $$(q^n-1)(q^n-q)\cdots(q^n-q^{n-1}).$$ The fact that this orde …
Denis Serre's user avatar
  • 52.3k
6 votes
1 answer
331 views

Distribution of the permanent modulo $p$

We know that the order of $SL_n({\mathbb F}_p)$ is $$p^{n(n-1)/2}(p^n-1)(p^{n-1}-1)\cdots(p^2-1).$$ Dividing by $p^{n^2}$, we deduce the probability that $\det$ takes the value $1$ over $M_n({\mathbb …
Denis Serre's user avatar
  • 52.3k
4 votes
1 answer
351 views

Horn's spectrum problem with random Hermitian matrices

An important problem in matrix analysis, completely solved in the early 2000's by A. Knutson & T. Tao (The honeycomb model of GLn(C) tensor products. I. Proof of the saturation conjecture. J. Amer. Ma …
Denis Serre's user avatar
  • 52.3k
42 votes
3 answers
5k views

The probability for a symmetric matrix to be positive definite

Let me give a reasonable model for the question in the title. In ${\rm Sym}_n({\mathbb R})$, the positive definite matrices form a convex cone $S_n^+$. The probability I have in mind is the ratio $p_n …
Denis Serre's user avatar
  • 52.3k