The singular values of the GUE (less is more)

DOI10.1142/S2010326315500215zbMath1330.15042arXiv1410.7065OpenAlexW2963073699MaRDI QIDQ3459161

Alan Edelman, Michael La Croix

Publication date: 30 December 2015

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

Full work available at URL: https://arxiv.org/abs/1410.7065

zbMATH Keywords

eigenvaluerandom matricescondition numberLaguerre polynomialcentral limit theoremdeterminantsingular valuesHermite polynomialGaussian unitary ensembleGinibre matricessemicircle lawquarter-circle law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Determinants, permanents, traces, other special matrix functions (15A15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Conditioning of matrices (15A12)

Related Items

Average-case complexity without the black swans, Local limit theorems and mod-phi convergence, Singular values and evenness symmetry in random matrix theory, On the thin-shell conjecture for the Schatten classes, Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles, Exponential growth of random determinants beyond invariance, An arithmetic property of moments of the \(\beta\)-Hermite ensemble and certain map enumerators, Mod-Gaussian convergence for random determinants, Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function, Universality of the third-order phase transition in the constrained Coulomb gas, Statistics of the maximal distance and momentum in a trapped Fermi gas at low temperature, The random matrix hard edge: rare events and a transition, Powers of Ginibre eigenvalues, Gaussian fluctuations of the determinant of Wigner matrices, GUE-chGUE transition preserving chirality at finite matrix size, Third-order phase transition: random matrices and screened Coulomb gas with hard walls

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