The Spectra of Principal Submatrices in Rotationally Invariant Hermitian Random Matrices and the Markov-Krein Correspondence (Q5026470)

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scientific article; zbMATH DE number 7470632
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The Spectra of Principal Submatrices in Rotationally Invariant Hermitian Random Matrices and the Markov-Krein Correspondence
scientific article; zbMATH DE number 7470632

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    8 February 2022
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    free probability
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    principal submatrix
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    Markov-Krein correspondence
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    Haar unitary random matrix
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    Weingarten calculus
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    math.PR
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