Eigenvalue distributions of random unitary matrices

DOI10.1007/S004400100186zbMath1044.15016OpenAlexW2050626725MaRDI QIDQ1849299

Kelly Wieand

Publication date: 1 December 2002

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

Full work available at URL: https://doi.org/10.1007/s004400100186

zbMATH Keywords

eigenvalue distributioncovariance matrixnormal distributionHaar measureToeplitz matricesrandom unitary matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Eigenvalues, singular values, and eigenvectors (15A18) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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