On the Relation Between the Gaussian Orthogonal Ensemble and Reflections, or a Self-Adjoint Version of the Marcus–Pisier Inequality
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Published:2006-06-01
Issue:2
Volume:49
Page:313-320
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ISSN:0008-4395
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Container-title:Canadian Mathematical Bulletin
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language:en
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Short-container-title:Can. math. bull.
Abstract
AbstractWe prove a self-adjoint analogue of the Marcus–Pisier inequality, comparing the expected value of convex functionals on random reflection matrices and on elements of the Gaussian orthogonal (or unitary) ensemble.
Publisher
Canadian Mathematical Society
Subject
General Mathematics