Matrix case: Are centered orthogonally invariant matrices with independent entries isotropic?
Determine whether, in the matrix case p=2 and dimension N≥2, a centered real symmetric matrix H with independent entries (up to symmetries) and an orthogonally invariant law is necessarily isotropic; specifically, whether H/||H||_F is uniformly distributed on the unit Frobenius sphere of S^{(2)}(N).
References
Remark that in the matrix case, if H is orthogonal invariant with independent entries, \mathbb{E}(H_{ij})=0 for all 1\leq i<j\leq n and the law of H_{kk} does not depend on k so H' is centered, orthogonal invariant with independent entries. Is it sufficient for isotropy ? We leave this question open to the interested reader.
— Characterization of Gaussian Tensor Ensembles
(2505.02814 - Bonnin, 5 May 2025) in Subsection “Letac extension” (Section 2.3)