Open AccessThe Spectra of Principal Submatrices in Rotationally Invariant Hermitian Random Matrices and the Markov– Krein Correspondence
Author(s) -
Katsunori Fujie,
Takahiro Hasebe
Publication year - 2021
Publication title -
latin american journal of probability and mathematical statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.667
H-Index - 18
ISSN - 1980-0436
DOI - 10.30757/alea.v19-05
Subject(s) - hermitian matrix , mathematics , invariant (physics) , block matrix , markov chain , pure mathematics , random matrix , spectral line , mathematical physics , eigenvalues and eigenvectors , physics , statistics , quantum mechanics
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