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Condition number of a matrix factorization. Haar or not Haar?. Level Density of complex Hermite. Smallest eigenvalue of Laguerre (Multivariate Hypergeometric). Tracy-Widom Distributions. Largest Eigenvalue of Hermite. Spacings of GUE. Riemann Zeta Zeros. Stochastic Operator.
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Smallest eigenvalue of Laguerre (Multivariate Hypergeometric)
“Characterizable” Random Matrix • A random matrix whose level density and moments can be compute analytically? • What matrices are characterizable? • All matrices generated by the calculator and more! • Sum/Product/AntiCommutator/Grammian of two characterizable matrices is also characterizable