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1. CMB 2006 (vol 49 pp. 313)
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On the Relation Between the Gaussian Orthogonal Ensemble and Reflections, or a Self-Adjoint Version of the Marcus--Pisier Inequality We prove a self-adjoint analogue of the Marcus--Pisier inequality, comparing the
expected value of convex functionals on randomreflection matrices and on elements of
the Gaussian orthogonal (or unitary) ensemble.
Categories:15A52, 46B09, 46L54 |