The entries of Haar-invariant matrices from the Classical compact groups (Q616261)

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scientific article; zbMATH DE number 5833868
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    The entries of Haar-invariant matrices from the Classical compact groups
    scientific article; zbMATH DE number 5833868

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      The entries of Haar-invariant matrices from the Classical compact groups (English)
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      7 January 2011
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      random matrix
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      Haar measure
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      classical compact group
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      probability inequality
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      independence
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      Gaussian distribution
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