Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles

DOI10.1007/s00440-008-0146-xzbMath1162.60005OpenAlexW1965415666MaRDI QIDQ1017901

Tiefeng Jiang

Publication date: 13 May 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-008-0146-x

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

Related Items (33)

The Dirichlet Markov ensemble ⋮ Dynamical correlation functions for products of random matrices ⋮ Bridges and random truncations of random matrices ⋮ Limit theorems for beta-Jacobi ensembles ⋮ Singular values of products of random matrices and polynomial ensembles ⋮ Nonstandard limit theorems and large deviations for the Jacobi beta ensemble ⋮ Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble ⋮ Limiting spectral radii of circular unitary matrices under light truncation ⋮ Spectral radii of truncated circular unitary matrices ⋮ The entries of Haar-invariant matrices from the Classical compact groups ⋮ Limiting spectral distribution of the product of truncated Haar unitary matrices ⋮ Approximation of rectangular beta-Laguerre ensembles and large deviations ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices ⋮ Around the circular law ⋮ Extremes of weighted Brownian bridges in increasing dimension ⋮ Limiting distributions of spectral radii for product of matrices from the spherical ensemble ⋮ Spectral radii of products of random rectangular matrices ⋮ A Darling-Erdős type result for stationary ellipsoids ⋮ A variance formula related to a quantum conductance problem ⋮ Empirical distributions of eigenvalues of product ensembles ⋮ Random matrix theory in statistics: a review ⋮ GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES ⋮ Spectral radii of large non-Hermitian random matrices ⋮ On the eigenvalues of truncations of random unitary matrices ⋮ Limiting empirical spectral distribution for products of rectangular matrices ⋮ Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence ⋮ The entries of circular orthogonal ensembles ⋮ Circular law for random matrices with exchangeable entries ⋮ Plot of CLT ⋮ Circular law and arc law for truncation of random unitary matrix ⋮ Circular law for random matrices with unconditional log-concave distribution ⋮ Smallest eigenvalue distributions for two classes of β-Jacobi ensembles

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