The entries of circular orthogonal ensembles

DOI10.1063/1.3152217zbMath1216.60010OpenAlexW2005003511MaRDI QIDQ3069115

Tiefeng Jiang

Publication date: 24 January 2011

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.3152217

zbMATH Keywords

matrix algebraprobabilityGaussian distributionrandom processesconvergence of numerical methods

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Related Items (4)

GENERAL MOMENTS OF MATRIX ELEMENTS FROM CIRCULAR ORTHOGONAL ENSEMBLES ⋮ Moments of a single entry of circular orthogonal ensembles and Weingarten calculus ⋮ Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices ⋮ Moments of traces of circular beta-ensembles

Cites Work

• Unnamed Item
• How many entries of a typical orthogonal matrix can be approximated by independent normals?
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
• Maxima of entries of Haar distributed matrices
• The asymptotic distributions of the largest entries of sample correlation matrices.
• The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
• Some strong limit theorems for the largest entries of sample correlation matrices
• Statistical Theory of the Energy Levels of Complex Systems. I
• Asymptotic distribution of the largest off-diagonal entry of correlation matrices
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix

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