Random Matrix Theory and Its Applications - Lecture 3

Random Matrix Theory and Its Applications - Lecture 3

International Centre for Theoretical Sciences via YouTube Direct link

Complex Hermitian Case

14 of 17

14 of 17

Complex Hermitian Case

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Random Matrix Theory and Its Applications - Lecture 3

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  1. 1 Recap: Random matrices with real spectrum
  2. 2 Complex quaternionic matrices
  3. 3 Other examples of rotationally invariant ensembles
  4. 4 Exercise: 2x2 - generic orthonormal transit
  5. 5 Specific orthonormal transit
  6. 6 Joint distribution of eigenvalues
  7. 7 Trick - Right set of variables to change
  8. 8 Remarks
  9. 9 Rotational Invariant Ensemble
  10. 10 3x3 - Gaussian case
  11. 11 Counting degrees of fraction
  12. 12 Special property of rotationally invariant ensembles
  13. 13 Real symmetric rotationally invariant ensemble
  14. 14 Complex Hermitian Case
  15. 15 Complex Quaternionic
  16. 16 For rotationally Invariant ensemble =eigenvalues & eigenvectors decouple
  17. 17 1 d disordered model - GOE and Anderson model

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