The singular values of the GOE

DOI10.1142/S2010326315500094zbMath1348.15022arXiv1502.05946MaRDI QIDQ3449981

Michael La Croix, Folkmar A. Bornemann

Publication date: 30 October 2015

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.05946

zbMATH Keywords

random matrices; determinants; singular values; Gaussian unitary ensemble; Laguerre unitary ensemble; gap probabilities; Gaussian orthogonal ensemble

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62E15: Exact distribution theory in statistics

60B20: Random matrices (probabilistic aspects)

15A18: Eigenvalues, singular values, and eigenvectors

15B52: Random matrices (algebraic aspects)

Related Items

Singular values and evenness symmetry in random matrix theory, An arithmetic property of moments of the \(\beta\)-Hermite ensemble and certain map enumerators, The random matrix hard edge: rare events and a transition, Gaussian fluctuations of the determinant of Wigner matrices, The singular values of the GUE (less is more)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A central limit theorem for the determinant of a Wigner matrix
• Fast approach to the tracy-widom law at the edge of GOE and GUE
• The behavior of eigenvalues and singular values under perturbations of restricted rank
• Interpretations of some parameter dependent generalizations of classical matrix ensembles
• On the Inversion of Certain Matrices
• Evenness symmetry and inter-relationships between gap probabilities in random matrix theory
• Determinants of Random Matrices and Jack Polynomials of Rectangular Shape
• Tridiagonal realization of the antisymmetric Gaussian β-ensemble