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almostsuremath.com | ||
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www.ethanepperly.com
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terrytao.wordpress.com
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| | | | | In preparation for my upcoming course on random matrices, I am briefly reviewing some relevant foundational aspects of probability theory, as well as setting up basic probabilistic notation that we... | |
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extremal010101.wordpress.com
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| | | | | Suppose we want to understand under what conditions on $latex B$ we have $latex \begin{aligned} \mathbb{E} B(f(X), g(Y))\leq B(\mathbb{E}f(X), \mathbb{E} g(Y)) \end{aligned}$holds for all test functions, say real valued $latex f,g$, where $latex X, Y$ are some random variables (not necessarily all possible random variables!). If $latex X=Y$, i.e., $latex X$ and $latex Y$ are... | |
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djalil.chafai.net
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| | | 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... | ||
