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Resolvent of semicircle law

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#complex-analysis #analysis #inequality #random-matrices
71
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matrix with random variables as entries

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#probability #probability-theory #random-matrices
59
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geometric way to determine distribution

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#probability #probability-theory #random-variables #random-matrices
70
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Moment generating function of spectral norm of iid N(0,1) data matrix.

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#probability #probability-theory #probability-limit-theorems #random-matrices
264
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Random matrices: stochastic dominance of trace and determinant

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#linear-algebra #statistics #reference-request #random-matrices
738
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Parametrization of $SO(N)$ using unit vectors

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#linear-algebra #lie-groups #random-matrices #orthogonal-matrices
164
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Spectral densities of finite dimensional sample covariance matrices

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#statistical-inference #spectral-theory #random-matrices
98
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Symmetry Argument in the Proof of McDiarmid’s Inequality

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#probability #inequality #random-matrices
1.5k
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How to find the entropy of the circularly symmetric complex gaussian vector?

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#random-variables #random #information-theory #entropy #random-matrices
34
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How to infer the eigenvalue distribution from matrix where each entry has a known Gaussian distribution?

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#probability-distributions #random-variables #machine-learning #bayesian #random-matrices
93
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Is there a way to quickly generate a random $n\times n$ matrix $M$ with uniformly distributed entries with $\mbox{Tr} (M^\dagger M) \leq 1$?

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#random-matrices
137
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randomized approximate matrix inverse or adjoint of a square matrix

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#determinant #inverse #approximation-theory #adjoint-operators #random-matrices
177
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Expectation of scaled identity plus square Wishart matrix

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#random-matrices
281
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Eigenvalue distribution of real anti-symmetric Gaussian random matrices

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#random-matrices
79
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Random complex eigenvalues and averages of traces

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#probability #statistics #random-variables #random-matrices

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