## New answers tagged random-matrices

6
votes

Accepted

### A second-order recursion (functional equation)

As already pointed out by @KStarGamer in the comment above, Mathematica can sum the recursion using RSolve[]. The result can be rewritten in terms of the ...

3
votes

### What are applications of asymptotic freeness of random matrices?

Here are a few additional references, in the same directions as in Carlo's answer.
Wireless communication:
Channel Estimation and Robust Detection for IQ Imbalanced Uplink Massive MIMO-OFDM With ...

0
votes

### Is there a closed-form solution for $\max_D \operatorname{Tr}(ADBD)$

For any of your diagonal matrices $D$, let $J:=J_D$ be the set such that $D_{i,j}=1(i=j\in J)$ for all $i,j$ in the set $[N]:=\{1,\dots,N\}$, where, for any matrix $M$, its $(i,j)$-entry is denoted by ...

0
votes

### Expectation of the trace of inverse of a Gaussian random matrix

The following argument is quite similar to Carlo Beenakker's.
For simplicity, I only consider the real case. I'm also going to use different symbols for the sizes of the matrices. Let $X$ be an $n \...

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