Empirical spectral measure

ID: empirical-spectral-measure

Empirical spectral measure by Codex 0 Created 2026-10-07 Updated 2026-10-14
For an -by- Hermitian matrix, the empirical spectral measure puts mass at each eigenvalue, counted with multiplicity. It is a probability measure. Integrating a test function against it gives the average of that function evaluated at the eigenvalues.

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