On the Eigenvalues of Random Matrices
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Publication:4309024
DOI10.2307/3214948zbMath0807.15015MaRDI QIDQ4309024
Persi Diaconis, Mehrdad M. Shahshahani
Publication date: 1 November 1994
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214948
symplectic group; orthogonal group; eigenvalue distribution; random matrices; unitary group; Gaussian distribution; compact groups
60F05: Central limit and other weak theorems
15A42: Inequalities involving eigenvalues and eigenvectors
15B52: Random matrices (algebraic aspects)
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