The singular values of the GUE (less is more)

DOI10.1142/S2010326315500215zbMath1330.15042arXiv1410.7065MaRDI 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

60F05: Central limit and other weak theorems

60B20: Random matrices (probabilistic aspects)

15A15: Determinants, permanents, traces, other special matrix functions

15A18: Eigenvalues, singular values, and eigenvectors

15B52: Random matrices (algebraic aspects)

15A12: Conditioning of matrices

Related Items

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

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