With any question regarding mathematics as vague as the one I’ve just posed, I can’t give you an answer without at least lying a bit. Instead, I’ll do what any first course on RMT does — Wigner’s semi-circle law. 1,445 more words
Tags » Random Matrices
Does anyone know if the problem of random matrices over (say) have been studied?
Here I mean something quite specific. One could do the following, namely, since is compact with a natural measure, look at random elements in and then ask about the distribution of several obvious quantities as goes to . 318 more words