Asymptotics of powers of random elements of compact Lie groups

DOI10.1214/24-EJP1096MaRDI QIDQ6126947zbMATH OpenFDO

Authors Donnelly Phillips

Publication date 10 April 2024

Published in Electronic Journal of Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2204.11796

zbMATH Keywords

compact Lie grouphigh powerslimiting distributionrandom matrix

Mathematics Subject Classification ID

Lie groups (22E99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Random matrices (probabilistic aspects) (60B20)

Abstract: For a Haar-distributed element $H$ of a compact Lie group, Eric Rains proved that there is a natural number $D$ such that, for all $dgeD$, the eigenvalue distribution of $H^d$ is fixed, and Rains described this fixed distribution explicitly. In the present paper we consider random elements $U$ of a compact Lie group that are not necessarily Haar-distributed. In particular, we introduce a type of absolute continuity condition and prove that, under this condition, the eigenvalue distribution of powers of $U$ converges to that of $H^D$. We then consider the limiting distribution of $U^d$ itself.

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Cites work

• High powers of random elements of compact Lie groups
• scientific article; zbMATH DE number 2171466 (Why is no real title available?)
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• Integration formulas for Brownian motion on classical compact Lie groups
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