Mathematics Stack Exchange
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Questions tagged [random-matrices]

For questions concerning random matrices.

In probability theory and mathematical physics, a random matrix is a matrix-valued random variable. Many important properties of physical systems may be represented mathematically as matrix problems. For example, the thermal conductivity of a lattice can be computed from the dynamical matrix of the particle-particle interactions within the lattice.

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Simulation of level spacing of Gaussian Unitary Matrix

I tried to use Mathematica to study random matrix and expect to get Distribution of level spacings $p_2(s)=\frac{32}{\pi^2}s^2 \exp(-\frac{4}{\pi}s^2)$ for large Gaussian unitary matrix. However, the PDF and CDF histograms did not fit very well. It…
ShenLei
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on the spectral norm of the inverse of a random matrix

I have the following problem. A is a sum of independent random matrices and B is some fixed positive (semi-)definite matrix. I'm interested in a bound on the expectation of the operator norm $\lVert BA(I+BA)^{-1}\rVert$. Is there anything easy to…
Cdi
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Generating 2D random matrix with desired features

I try to generate a random demand matrix (from/to) with several features for my research. The point is that the total amount of demand is in decreasing order for the demand points (1 to N). For any demand point, there would be three cases in which…
Yusuf
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