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math.PR2015
Singular Values and Evenness Symmetry in Random Matrix Theory
Folkmar Bornemann, Peter J. Forrester
Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular v…
math.PR2015
The Singular Values of the GOE
Folkmar Bornemann, Michael La Croix
As a unifying framework for examining several properties that nominally involve eigenvalues, we present a particular structure of the singular values of the Gaussian orthogonal ens…