Random Matrix Approximation of Spectra of Integral Operators
Random Matrix Approximation of Spectra of Integral Operators
L 2 (S, S , P) U 3 L 2 (S, S , P) be a compact integral operator with a symmetric kernel h.Let X i , i P N, be independent S-valued random variables with common probability law P. Consider the n 3 n matrix H n with entries …