Asymptotically, a real normalized eigenvalue $\lambda/\sqrt n$ of such a random matrix is uniformly distributed on the interval [ - 1, 1 ]. Analogous, but strikingly different, results are presented ...

We propose a new approach for estimating high-dimensional, positive-definite covariance matrices. Our method extends the generalized thresholding operator by adding an explicit eigenvalue constraint.

Eigenvalue systems for integer orthogonal bases of multi-matrix invariants at finite N Journal: Journal of High Energy Physics Published: 2025-02-18 DOI: 10.1007/jhep02 (2025)111 Affiliations: 4 ...