The entries of Haar-invariant matrices from the Classical compact groups
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Publication:616261
DOI10.1007/s10959-009-0241-7zbMath1204.60010OpenAlexW2014037164MaRDI QIDQ616261
Publication date: 7 January 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.324.3467
independenceGaussian distributionrandom matrixHaar measureprobability inequalityclassical compact group
Random matrices (probabilistic aspects) (60B20) Approximations to statistical distributions (nonasymptotic) (62E17) Random matrices (algebraic aspects) (15B52)
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RANDOM MATRICES: UNIVERSAL PROPERTIES OF EIGENVECTORS ⋮ Bridges and random truncations of random matrices ⋮ Limiting spectral radii of circular unitary matrices under light truncation ⋮ Spectral radii of truncated circular unitary matrices ⋮ Empirical distributions of eigenvalues of product ensembles ⋮ Spectral radii of large non-Hermitian random matrices ⋮ Moments of traces of circular beta-ensembles ⋮ Plot of CLT ⋮ Circular law and arc law for truncation of random unitary matrix ⋮ Smallest eigenvalue distributions for two classes of β-Jacobi ensembles
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