Intersection of unit balls in classical matrix ensembles
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Abstract: We study the volume of the intersection of two unit balls from one of the classical matrix ensembles GOE, GUE and GSE, as the dimension tends to infinity. This can be regarded as a matrix analogue of a result of Schechtman and Schmuckenschl"ager for classical -balls [Schechtman and Schmuckenschl"ager, GAFA Lecture Notes, 1991]. The proof of our result is based on two ingredients, which are of independent interest. The first one is a weak law of large numbers for a point chosen uniformly at random in the unit ball of such a matrix ensemble. The second one is an explicit computation of the asymptotic volume of such matrix unit balls, which in turn is based on the theory of logarithmic potentials with external fields.
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- Le volume des idéaux d'opérateurs classiques
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Cited in
(9)- The maximum entropy principle and volumetric properties of Orlicz balls
- Gelfand numbers of embeddings of Schatten classes
- Asymptotics of the inertia moments and the variance conjecture in Schatten balls
- Approximation, Gelfand, and Kolmogorov numbers of Schatten class embeddings
- Weighted \(p\)-radial distributions on Euclidean and matrix \(p\)-balls with applications to large deviations
- Limit theorems for mixed-norm sequence spaces with applications to volume distribution
- A probabilistic approach to Lorentz balls \(\ell_{q, 1}^n\)
- A note on critical intersections of classical and Schatten p-balls
- Exact asymptotic volume and volume ratio of Schatten unit balls
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