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

method of momentsGaussian random matrixjoint eigenvalue distributionHaar unitary matrixtrace 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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• Eigenvalue rigidity for truncations of random unitary matrices
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• Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices
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• Limiting spectral distribution of sum of unitary and orthogonal matrices
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• Powers of large random unitary matrices and Toeplitz determinants
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• Operator-valued spectral measures and large deviations
• Central limit theorem for the heat kernel measure on the unitary group
• Eigenvalues of truncated unitary matrices: disk counting statistics
• General moments of matrix elements from circular orthogonal ensembles
• Fluctuations of \(\beta\)-Jacobi product processes
• Most boson quantum states are almost maximally entangled
• Asymptotic *-distribution of permuted Haar unitary matrices
• On the partial transpose of a Haar unitary matrix
• Truncations of Haar distributed matrices, traces and bivariate Brownian bridges
• Moments of a single entry of circular orthogonal ensembles and Weingarten calculus
• Bridges and random truncations of random matrices
• The strong asymptotic freeness of Haar and deterministic matrices
• Limiting spectral distribution of the product of truncated Haar unitary matrices
• Direct dialling of Haar random unitary matrices
• On the moments of the traces of unitary and orthogonal random matrices
• Random-Matrix Models of Monitored Quantum Circuits
• Central limit theorems for the Brownian motion on large unitary groups
• Heat kernel empirical laws on \({\mathrm {U}}_N\) and \({\mathrm {GL}}_N\)

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