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

DOI10.1007/s00440-008-0146-xzbMath1162.60005MaRDI 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

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

15B52: Random matrices (algebraic aspects)

Related Items

Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence

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