Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles

DOI10.1007/S00440-008-0146-XzbMATH Open1162.60005OpenAlexW1965415666MaRDI QIDQ1017901FDOQ1017901

Authors: Tiefeng Jiang 

Publication date: 13 May 2009

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-008-0146-x

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Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cited In (35)

• The entries of Haar-invariant matrices from the Classical compact groups
• Some asymptotic properties of the spectrum of the Jacobi ensemble
• Empirical distributions of eigenvalues of product ensembles
• Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble
• Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
• Approximation of rectangular beta-Laguerre ensembles and large deviations
• The entries of circular orthogonal ensembles
• Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
• On the eigenvalues of truncations of random unitary matrices
• Circular law and arc law for truncation of random unitary matrix
• Around the circular law
• Circular law for random matrices with exchangeable entries
• The Dirichlet Markov ensemble
• Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
• Random matrix theory in statistics: a review
• A Darling-Erdős type result for stationary ellipsoids
• Limiting empirical spectral distribution for products of rectangular matrices
• Nonstandard limit theorems and large deviations for the Jacobi beta ensemble
• A variance formula related to a quantum conductance problem
• Limiting spectral radii of circular unitary matrices under light truncation
• Limiting spectral radii for products of Ginibre matrices and their inverses
• Extremes of weighted Brownian bridges in increasing dimension
• Spectral radii of truncated circular unitary matrices
• Spectral radii of products of random rectangular matrices
• Bridges and random truncations of random matrices
• Limiting spectral distribution of the product of truncated Haar unitary matrices
• Singular values of products of random matrices and polynomial ensembles
• Limit theorems for beta-Jacobi ensembles
• Circular law for random matrices with unconditional log-concave distribution
• Limiting distributions of spectral radii for product of matrices from the spherical ensemble
• Freezing limits for Calogero–Moser–Sutherland particle models
• Smallest eigenvalue distributions for two classes of {\(\beta\)}-Jacobi ensembles
• Dynamical correlation functions for products of random matrices
• Distances between random orthogonal matrices and independent normals
• Spectral radii of large non-Hermitian random matrices

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