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

DOI10.1007/s00440-008-0146-xzbMath1162.60005OpenAlexW1965415666MaRDI QIDQ1017901

Tiefeng Jiang

Publication date: 13 May 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

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

Mathematics Subject Classification ID

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

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