On random matrices from the compact classical groups

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Classical equilibrium statistical mechanics (general) (82B05)

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Cited in

(86)

Integrals over Grassmannians and random permutations.
Fluctuations of eigenvalues and second order Poincaré inequalities
Spectral fluctuations for Schrödinger operators with a random decaying potential
Borel theorems for random matrices from the classical compact symmetric spaces
On fluctuations of eigenvalues of random permutation matrices
Toeplitz minors
On fluctuations of eigenvalues of random Hermitian matrices.
Gaussian limit for determinantal point processes with \(J\)-Hermitian kernels
Finite-\(N\) fluctuation formulas for random matrices
Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
On the moments of traces of matrices of classical groups
Commutators of random matrices from the unitary and orthogonal groups
Stein's method and the multivariate CLT for traces of powers on the compact classical groups
Spectral asymptotics of Toeplitz operators on Zoll manifolds
Maxima of log-correlated fields: some recent developments*
Fluctuations of eigenvalues of random normal matrices
The entries of Haar-invariant matrices from the Classical compact groups
A functional CLT for partial traces of random matrices
Stein's method and characters of compact Lie groups
Integrals over classical groups, random permutations, Toda and Toeplitz lattices.
The generalised Dyson circular unitary ensemble: asymptotic distribution of the eigenvalues at the origin of the spectrum
Averages over classical Lie groups, twisted by characters
Linear functions on the classical matrix groups
Perturbed Toeplitz operators and radial determinantal processes
Determinantal point processes from symplectic and orthogonal characters and applications
Gaussian limit for determinantal random point fields.
The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
Spectral measures of powers of random matrices
Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
A review of exact results for fluctuation formulas in random matrix theory
Bridges and random truncations of random matrices
Deviations from the circular law
On the Diaconis-Shahshahani method in random matrix theory
The Riemann--Hilbert approach to strong asymptotics for orthogonal polynomials on [-1,1]
Strong Szegő Asymptotics and Zeros of the Zeta‐Function
scientific article; zbMATH DE number 2051029 (Why is no real title available?)
Fluctuations of the spectrum in rotationally invariant random matrix ensembles
Statistics of the zeros of zeta functions in families of hyperelliptic curves over a finite field
On smooth mesoscopic linear statistics of the eigenvalues of random permutation matrices
Gaussian fluctuations for non-Hermitian random matrix ensembles
Linear functionals of eigenvalues of random matrices
On asymptotics of large Haar distributed unitary matrices
Representations of Lie groups and random matrices
Hill's spectral curves and the invariant measure of the periodic KdV equation
Tau-function theory of chaotic quantum transport with \(\beta = 1, 2, 4\)
Asymptotics of Toeplitz, Hankel, and Toeplitz+Hankel determinants with Fisher-Hartwig singularities
Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates
High-dimensional random matrices from the classical matrix groups, and generalized hypergeometric functions of matrix argument
On the maximum of the C\(\beta\)E field
On the distribution of the number of fixed vectors for the finite classical groups
How many entries of a typical orthogonal matrix can be approximated by independent normals?
scientific article; zbMATH DE number 848054 (Why is no real title available?)
A quantitative central limit theorem for linear statistics of random matrix eigenvalues
Monte Carlo with determinantal point processes
On a uniformly distributed phenomenon in matrix groups
Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients
Asymptotic normality of the trace for a class of distributions on orthogonal matrices
Cycle density in infinite Ramanujan graphs
Random orthogonal matrices and the Cayley transform
Traces of powers of matrices over finite fields
Singularity dominated strong fluctuations for some random matrix averages
Maxima of entries of Haar distributed matrices
Cumulants for random matrices as convolutions on the symmetric group. II
Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
Gaussian fluctuation for smoothed local correlations in CUE
Eigenvalues of random matrices from compact classical groups in Wasserstein metric
Matrix models for classical groups and Toeplitz ± Hankel minors with applications to Chern–Simons theory and fermionic models
Probability inequalities for strongly left-invariant metric semigroups/monoids, including all Lie groups
From Berry-Esseen to super-exponential
A note on pair-dependent linear statistics with a slowly increasing variance
Ising model selection using ℓ ₁-regularized linear regression: a statistical mechanics analysis*
Dynamics of a rank-one multiplicative perturbation of a unitary matrix
Equidistribution of high traces of random matrices over finite fields and cancellation in character sums of high conductor
Gaussian multiplicative chaos for the sine-process
Magic squares, the symmetric group and Möbius randomness
Stein's method, heat kernel, and linear functions on the orthogonal groups
Quantitative CLT for linear eigenvalue statistics of Wigner matrices
The Berry-Esseen theorem for circular \(\beta\)-ensemble
Classical group matrix models and universal criticality
Multivariate normal approximation for traces of random unitary matrices
Relative Szegő asymptotics for Toeplitz determinants
Pair dependent linear statistics for CβE
Heat kernel empirical laws on \({\mathrm {U}}_N\) and \({\mathrm {GL}}_N\)
Rate of convergence of linear functions on the unitary group
Statistical mechanics of the periodic Benjamin-Ono equation

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