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On the Relation Between the Gaussian Orthogonal Ensemble and Reflections, or a Self-Adjoint Version of the Marcus–Pisier Inequality
Published online by Cambridge University Press: 20 November 2018
Abstract
We 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.
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- Copyright © Canadian Mathematical Society 2006