On asymptotics of large Haar distributed unitary matrices

DOI10.1023/B:MAHU.0000040542.56072.ABMaRDI QIDQ2494429zbMATH OpenFDO

Authors Júlia Réffy, Dénes Petz

Publication date 27 June 2006

Published in Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0310338

zbMATH Keywords

Gaussian random matrixHaar unitary matrixjoint eigenvalue distributionmethod of momentstrace of powers

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: Let $U_n$ be an $nimesn$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $Tr{U}_n,Tr{U}_n^2,\mathrm{...},Tr{U}_n^k$ are shown by using elementary methods. More generally, it is shown that the renormalized truncated Haar unitaries converge to a Gaussian random matrix in distribution.

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(38)

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• Moments of a single entry of circular orthogonal ensembles and Weingarten calculus
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• Elementary proof for asymptotics of large Haar-distributed unitary matrices
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• Limiting spectral distribution of the product of truncated Haar unitary matrices
• Local spectrum of truncations of Kronecker products of Haar distributed unitary matrices
• On the moments of the traces of unitary and orthogonal random matrices
• The strong asymptotic freeness of Haar and deterministic matrices
• Eigenvalue rigidity for truncations of random unitary matrices
• Asymptotic *-distribution of permuted Haar unitary matrices
• Central limit theorem for the heat kernel measure on the unitary group
• Lyapunov exponents for truncated unitary and Ginibre matrices
• Direct dialling of Haar random unitary matrices
• Asymptotic infinitesimal freeness with amalgamation for Haar quantum unitary random matrices
• Quantum invariants of random 3-manifolds
• Eigenvalues of truncated unitary matrices: disk counting statistics
• Random-Matrix Models of Monitored Quantum Circuits
• Random covariant quantum channels
• Limiting spectral distribution of sum of unitary and orthogonal matrices

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