On the Eigenvalues of Random Matrices

DOI10.2307/3214948zbMath0807.15015OpenAlexW4247086924MaRDI QIDQ4309024

Persi Diaconis, Mehrdad M. Shahshahani

Publication date: 1 November 1994

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214948

zbMATH Keywords

symplectic group orthogonal group eigenvalue distribution random matrices unitary group Gaussian distribution compact groups

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52)

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