Self-similarity in the circular unitary ensemble

DOI10.19086/da.736zbMath1376.15028arXiv1507.05876OpenAlexW983194703MaRDI QIDQ2826227

Mark W. Meckes, Elizabeth S. Meckes

Publication date: 10 October 2016

Published in: Discrete Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.05876

zbMATH Keywords

self-similarityrandom matrixHaar measurecircular unitary ensembledeterminantal point processeignevalue

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Generation, random and stochastic difference and differential equations (37H10) Self-similar stochastic processes (60G18) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

A note on pair-dependent linear statistics with a slowly increasing variance ⋮ The limiting characteristic polynomial of classical random matrix ensembles ⋮ A sharp rate of convergence for the empirical spectral measure of a random unitary matrix ⋮ Operator limit of the circular beta ensemble

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