Maxima of entries of Haar distributed matrices

DOI10.1007/s00440-004-0376-5zbMath1067.15021OpenAlexW2037476261MaRDI QIDQ1765120

Tiefeng Jiang

Publication date: 22 February 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0376-5

zbMATH Keywords

large deviationrandom matrixHaar measureGram-Schmidt proceduremaxima of entries

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (22)

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