Extremal statistics of quadratic forms of GOE/GUE eigenvectors
DOI10.1214/23-aap2000arXiv2208.12206OpenAlexW4391483413MaRDI QIDQ6126811
László Erdős, Benjamin Mckenna
Publication date: 10 April 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.12206
Haar measureWeibull distributionGumbel distributionGaussian unitary ensembleextreme value statisticsGaussian orthogonal ensembleGram-Schmidt
Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Quantum chaos (81Q50) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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