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