The singular values of the GOE
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Publication:3449981
DOI10.1142/S2010326315500094zbMath1348.15022arXiv1502.05946MaRDI QIDQ3449981
Folkmar A. Bornemann, Michael La Croix
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
random matrices; determinants; singular values; Gaussian unitary ensemble; Laguerre unitary ensemble; gap probabilities; Gaussian orthogonal ensemble
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)