Elementary proof for asymptotics of large Haar-distributed unitary matrices (Q2466418): Difference between revisions

The authors prove that the left upper \(k\times k\) corner of a random Haar \(n\times n\) unitary matrix rescaled by a factor \(\sqrt{n}\) tends towards independent Gaussian matrices. The motivation for this investigation comes from quantum physics. The authors explain that they give a new proof of a result by \textit{D. Petz} and \textit{J. Réffy} [Period. Math. Hung. 49, No. 1, 103--117 (2004; Zbl 1092.15021)]. It should be mentioned here that this result is a direct corollary of results obtained earlier by other authors [e.g. \textit{G.I. Ol'shanskij}, Adv. Stud. Contemp. Math. 7, 269--463 (1990; Zbl 0724.22020)]. It is also interesting to mention that more general results have been obtained in the orthogonal case by \textit{T. Jiang} [Ann. Probab. 34, No. 4, 1497--1529 (2006; Zbl 1107.15018)].