Eigenvalues of random matrices from compact classical groups in Wasserstein metric
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Publication:6654825
DOI10.1214/24-ejp1218MaRDI QIDQ6654825
Publication date: 20 December 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
eigenvaluesrandom matricescharacteristic polynomialspectral measurecircular unitary ensembledeterminantal point processoptimal transport
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimal transportation (49Q22)
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