Eigenvalue distributions of random unitary matrices
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Publication:1849299
DOI10.1007/s004400100186zbMath1044.15016OpenAlexW2050626725MaRDI QIDQ1849299
Publication date: 1 December 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400100186
eigenvalue distributioncovariance matrixnormal distributionHaar measureToeplitz matricesrandom unitary matrix
Central limit and other weak theorems (60F05) Eigenvalues, singular values, and eigenvectors (15A18) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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