Truncations of Haar distributed matrices, traces and bivariate Brownian bridges (Q2893156)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6049963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Truncations of Haar distributed matrices, traces and bivariate Brownian bridges |
scientific article; zbMATH DE number 6049963 |
Statements
26 June 2012
0 references
random matrices
0 references
unitary ensemble
0 references
orthogonal ensemble
0 references
bivariate Brownian bridge
0 references
invariance principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
Truncations of Haar distributed matrices, traces and bivariate Brownian bridges (English)
0 references
If \(U\) is a Haar distributed matrix in the set of the unitary or orthogonal matrices, the authors show that after centering the two-parametric process NEWLINE\[NEWLINEW^{( n )} ( x, t ) = \sum_{i \leq [ns] j \leq [nt]} | U_{ij} |^2,NEWLINE\]NEWLINE converges in distribution to the bivariate tied-down Brownian bridge.
0 references
0.9132438898086548
0 references
0.9126189947128296
0 references
0.7921248078346252
0 references
0.7626053690910339
0 references
