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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| English | The spectra of principal submatrices in rotationally invariant Hermitian random matrices and the Markov-Krein correspondence |
scientific article; zbMATH DE number 7470632 |
Statements
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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0.7714740037918091
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0.7711940407752991
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0.7645196318626404
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0.7639477252960205
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