For a symmetric matrix whose entries are chosen uniformly at random $[-1,1]$ how do I find the expected value of the maximum eigenvalue of the matrix. As far as I understand finding this expected value is a non-trivial problem. Is there anyway to see how this expected value scales with the size of the matrix?
2026-03-27 13:17:49.1774617469
Expected Value Largest Eigenvalue of a Random matrix
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