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math.PR2026
Dimension Monotonicity in Laguerre Ensembles II: Average Singular Values and the Rectangularity Transition in the Orthogonal Case
Ondrej Hutník
We study the normalized half moment of the size- Laguerre orthogonal ensemble for real shape . At integer shape this is the expected average sing…
math.PR2026
Dimension Monotonicity in Laguerre Ensembles I: Fractional Moments and Shape Transitions in the Unitary Case
Ondrej Hutník
Let have the Laguerre unitary distribution with size and real shape . For , we consider the normalized moment $$C_{s,λ}(N)=N^{-s-1}\mathbb{E}[\operatorn…