Is it possible to have a matrix some components being random variables? (Random variables in the statistical sense, mapping from $\Omega$ to $\mathbb{R}$.)
If so, is it possible that the eigenvalues be random also, as a result of the randomness of some components?
Would you point me to some elementary source(book/lectures) on this topic? I would like to focus on the analysis (stability, eigenvalues of the expectation of a matrix, etc) of this topic.