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almostsuremath.com
| | mkatkov.wordpress.com

For probability space $latex (\Omega, \mathcal{F}, \mathbb{P})$ with $latex A \in \mathcal{F}$ the indicator random variable $latex {\bf 1}_A : \Omega \rightarrow \mathbb{R} = \left\{ \begin{array}{cc} 1, & \omega \in A \\ 0, & \omega \notin A \end{array} \right.$ Than expected value of the indicator variable is the probability of the event $latex \omega \in...
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| | djalil.chafai.net

The logarithmic potential is a classical object of potential theory intimately connected with the two dimensional Laplacian. It appears also in free probability theory via the free entropy, and in partial differential equations e.g. Patlak-Keller-Segel models. This post concerns only it usage for the spectra of non Hermitian random matrices. Let \( {\mathcal{P}(\mathbb{C})} \) be the set of probability measures...
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| | cp4space.hatsya.com

In the early 1930s, Pascual Jordan attempted to formalise the algebraic properties of Hermitian matrices. In particular: Hermitian matrices form a real vector space: we can add and subtract Hermitian matrices, and multiply them by real scalars. That is to say, if $latex \lambda, \mu \in \mathbb{R}$ and $latex A, B$ are Hermitian matrices, then...
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| | theoryofcomputing.org


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