Distribution of eigenvalues and eigenvectors of orthogonal random matrices
To find the distribution of eigenvalues and eigenvectors of random matrices is a central problem of the spectral theory of random matrices. In his previous works the author has found the distribution of eigenvalues and eigenvectors of symmetric, Hermitian, skew-symmetric, non-symmetric, complex, Gaussian and unitary random matrices. In this paper the author deals with orthogonal random matrices. As known, with probability one each orthogonal real random matrix \(H_ n\) can be expressed in the form \[ H_ n=\theta_ ndiag\{\left( \begin{matrix} \cos \lambda_ 1\quad \sin \lambda_ 1\\ -\sin \lambda_ 1\quad \cos \lambda_ 1\end{matrix} \right),...,\left( \begin{matrix} \cos \lambda_ q\quad \sin \lambda_ q\\ -\sin \lambda_ q\quad \cos \lambda_ q\end{matrix}\right),\quad +1,\quad -1\}\theta '_ n \] for even n and \[ H_ n=\theta_ ndiag\{\left( \begin{matrix} \cos \lambda_ 1\quad \sin \lambda_ 1\\ -\sin \lambda_ 1\quad \cos \lambda_ 1\end{matrix} \right),...,\left( \begin{matrix} \cos \lambda_ p\quad \sin \lambda_ p\\ - \sin \lambda_ p\quad \cos \lambda_ p\end{matrix} \right),\quad \xi \}\theta '_ n \] for odd n where \(\theta_ n\) is an orthogonal matrix. The author has given explicit formulas for finding the joint distribution of \(\theta_ n\) and \(\lambda_ k\) (they are too complicated to present them here!). The author's results are certainly very useful.
- On the nonsingularity of principal submatrices of a random orthogonal matrix
- Horn's problem and Harish-Chandra's integrals. Probability density functions
- Sampling the eigenvalues of random orthogonal and unitary matrices
- Eigenvalue estimates for non-normal matrices and the zeros of random orthogonal polynomials on the unit circle
- Singular values and evenness symmetry in random matrix theory
- Eigenvectors of random matrices of symmetric entry distributions
- scientific article; zbMATH DE number 3998020 (Why is no real title available?)
- Expected distances on manifolds of partially oriented flags
- scientific article; zbMATH DE number 2205517 (Why is no real title available?)
- Distribution of the eigenvalues of Gaussian random matrices
- The ``north pole problem and random orthogonal matrices
- Rayleigh theorem, projection of orbital measures and spline functions
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