Small random matrices

From: Nicolas Le Bihan (Nicolas.Le-Bihan_at_lis.inpg.fr)
Date: 09/22/04 

Date: 22 Sep 2004 08:15:03 -0400

Hi,
I would like to know if there exists some good references about
matrices having random elements. Especially, I am not interested in
large Hermitian matrices (most of the references assume that the
matrices size, N, tends to infinity, and so they can get random
matrices eigenvalues distribution with "Free Probability" theory of
Voiculescu).

I would like to know if there exists a formula to have the pdf of a,
say 2x2 complex normal (AA*=A*A) random matrix (when the distributions
of the matrix elements are known).

Also, does there exist an extension of the moments (and maybe
cumulant) formula for these small random matrices ?

Thanks
Nicolas

Relevant Pages

  • small random matrices
    ... I would like to know if there exists some good references about ... matrices having random elements. ... say 2x2 complex normal random matrix (when the distributions ...
    (sci.stat.math)
  • Re: Simple Calculation in Form - 3 textboxes - 1 function
    ... It is also easier to use to get references to form controls than using getElementById to get references to random elements. ... I don't think there is any intent to deprecate input type button so it is no more out of date than most other HTML elements. ...
    (comp.lang.javascript)
  • Re: small random matrices
    ... >matrices having random elements. ... >large Hermitian matrices (most of the references assume that the ... distribution, the distribution is Wishart, and there ... Herman Rubin, Department of Statistics, Purdue University ...
    (sci.stat.math)
  • Re: Finite groups generetad by two elements
    ... the probability that two random elements of G generate G approaches 1. ... which is using CFSG. ... I can find you references if you like. ... Derek Holt. ...
    (sci.math)