High-dimensional random matrices from the classical matrix groups, and generalized hypergeometric functions of matrix argument

DOI10.3390/SYM3030600zbMath1360.33011OpenAlexW1995085618MaRDI QIDQ527579

Donald St. P. Richards

Publication date: 12 May 2017

Published in: Symmetry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/sym3030600

zbMATH Keywords

generalized hypergeometric function of matrix argumentStiefel manifoldrandom matrixnormal approximationorthogonal matrixunitary matrixsymplectic matrixzonal polynomial

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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