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Results tagged with random-matrices
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user 60511
Statistics of spectral properties of matrix-valued random variables.
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Typical eigenspectrum of a random projection of a large matrix
Suppose I have a real symmetric $m \times m$ matrix $\Lambda$. This matrix is large ($m \gg 1$) and, for simplicity, we'll assume it's diagonal. I then construct a random $n \times n$ projection
$$ A …