PS : Grégoire Ferré (CERMICS-ENPC) : Sampling (constrained) random matrices without matrices
PS : Grégoire Ferré (CERMICS-ENPC) : Sampling (constrained) random matrices without matrices
Random matrices appear in various theoretical and practical fields, from quantum physics to applied finance. The spectrum of random matrices plays an important role in such areas, for instance by quantifying random energy levels or estimating covariance matrices. In the