Taiwanese Journal of Mathematics, Vol. 10, No. 5 (September 2006), pp. 1329-1344 (16 pages) Consider the nonlinear matrix equation X + A* X⁻² A = I, where A is an n × n complex matrix, I the identity ...
Random matrix theory (RMT) has emerged as a powerful framework for analysing complex systems across physics, statistics and beyond, by examining the statistical properties of matrices with random ...