Eigenvalue distributions of random unitary matrices
DOI10.1007/S004400100186zbMATH Open1044.15016OpenAlexW2050626725MaRDI QIDQ1849299FDOQ1849299
Authors: Kelly Wieand
Publication date: 1 December 2002
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400100186
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- scientific article; zbMATH DE number 1893705
normal distributioncovariance matrixeigenvalue distributionToeplitz matricesHaar measurerandom unitary matrix
Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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- Permutation matrices, wreath products, and the distribution of eigenvalues
- Eigenvalue distributions of random permutation matrices.
- Fluctuations of the spectrum in rotationally invariant random matrix ensembles
- Fluctuations of eigenvalues and second order Poincaré inequalities
- Deviations from the circular law
- Local single ring theorem on optimal scale
- Self-similarity in the circular unitary ensemble
- Eigenvalue rigidity for truncations of random unitary matrices
- A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E
- Random permutation matrices under the generalized Ewens measure
- Circular law and arc law for truncation of random unitary matrix
- Elementary proof for asymptotics of large Haar-distributed unitary matrices
- Unitary correlations and the Fejér kernel
- Powers of large random unitary matrices and Toeplitz determinants
- Limiting spectral distribution of sum of unitary and orthogonal matrices
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
- On smooth mesoscopic linear statistics of the eigenvalues of random permutation matrices
- On the mean density of complex eigenvalues for an ensemble of random matrices with prescribed singular values
- On asymptotics of large Haar distributed unitary matrices
- Strong Szegő Asymptotics and Zeros of the Zeta‐Function
- Fluctuations of the increment of the argument for the Gaussian entire function
- On fluctuations of eigenvalues of random permutation matrices
- Eigenphase distributions of unimodular circular ensembles
- A note on the tensor product of two random unitary matrices
- On the logarithmic derivative of characteristic polynomials for random unitary matrices
- A quantitative central limit theorem for linear statistics of random matrix eigenvalues
- Functional convergence of Berry's nodal lengths: approximate tightness and total disorder
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- The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
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- On the spectral distribution of Gaussian random matrices
- Matrix models and eigenvalue statistics for truncations of classical ensembles of random unitary matrices
- Traces of powers of matrices over finite fields
- Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
- Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
- On a problem of E. Meckes for the unitary eigenvalue process on an arc
- Eigenvalue distributions from a star product approach
- Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
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