Elementary proof for asymptotics of large Haar-distributed unitary matrices

DOI10.1007/S11005-007-0194-7MaRDI QIDQ2466418zbMATH OpenOpenAlexFDO

Authors Christian Mastrodonato, Roderich Tumulka

Publication date 14 January 2008

Published in Letters in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0705.3146

zbMATH Keywords

random matricesGaussian matricesHaar measure on the unitary group

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (algebraic aspects) (15B52)

Abstract: We provide an elementary proof for a theorem due to Petz and R'effy which states that for a random $nimesn$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $kimesk$ submatrix converges in distribution, after multiplying by a normalization factor $sqrtn$ and as $noinfty$, to a matrix of independent complex Gaussian random variables with mean 0 and variance 1.

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Cites work

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• scientific article; zbMATH DE number 2051029 (Why is no real title available?)
• On asymptotics of large Haar distributed unitary matrices
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• Direct dialling of Haar random unitary matrices
• Random-Matrix Models of Monitored Quantum Circuits

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