Hermitian matrices
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1: 32.14 Combinatorics
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►The distribution function given by (32.14.2) arises in random matrix theory where it gives the limiting distribution for the normalized largest eigenvalue in the Gaussian Unitary Ensemble of
Hermitian matrices; see Tracy and Widom (1994).
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2: 1.3 Determinants, Linear Operators, and Spectral Expansions
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►Real symmetric () and Hermitian () matrices are self-adjoint operators on .
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►For Hermitian matrices
is unitary, and for real symmetric matrices
is an orthogonal transformation.
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