The entries of circular orthogonal ensembles
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Publication:3069115
DOI10.1063/1.3152217zbMATH Open1216.60010OpenAlexW2005003511MaRDI QIDQ3069115FDOQ3069115
Authors: 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
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Cites Work
- The asymptotic distributions of the largest entries of sample correlation matrices.
- Title not available (Why is that?)
- How many entries of a typical orthogonal matrix can be approximated by independent normals?
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- Maxima of entries of Haar distributed matrices
- Statistical Theory of the Energy Levels of Complex Systems. I
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
- Some strong limit theorems for the largest entries of sample correlation matrices
- Asymptotic distribution of the largest off-diagonal entry of correlation matrices
Cited In (4)
- Moments of traces of circular beta-ensembles
- 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
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