The singular values of the GUE (less is more)

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the singular values of the GUE are distributed as the union of the s...

Full description

Bibliographic Details
Main Authors: Edelman, Alan (Contributor), La Croix, Michael Andrew (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Mathematics (Contributor)
Format: Article
Language:English
Published: World Scientific, 2018-05-29T13:46:39Z.
Subjects:
Online Access:Get fulltext