The Spectra of Principal Submatrices in Rotationally Invariant Hermitian Random Matrices and the Markov-Krein Correspondence
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Publication:5026470
zbMath1492.46058arXiv2103.09025MaRDI QIDQ5026470
Takahiro Hasebe, Katsunori Fujie
Publication date: 8 February 2022
Full work available at URL: https://arxiv.org/abs/2103.09025
free probabilityprincipal submatrixWeingarten calculusMarkov-Krein correspondenceHaar unitary random matrix
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