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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 …
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 …
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 …
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 …
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 …