Plot of CLT

DOI10.1090/tran/7470zbMath1417.15051arXiv1704.05205OpenAlexW2962735967MaRDI QIDQ4967300

Tiefeng Jiang, Yu Tao Ma

Publication date: 3 July 2019

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05205

zbMATH Keywords

orthogonal grouprandom matrixHaar measureconvergence of probability measure

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Random matrices (algebraic aspects) (15B52) General theory of distance geometry (51K05) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Orthogonal matrices (15B10) Orthogonal and unitary groups in metric geometry (51F25)

Related Items (4)

Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles ⋮ Extremal statistics of quadratic forms of GOE/GUE eigenvectors ⋮ Random orthogonal matrices and the Cayley transform ⋮ The distribution of permutation matrix entries under randomized basis

Cites Work

• How to generate random matrices from the classical compact groups
• The entries of Haar-invariant matrices from the Classical compact groups
• A variance formula related to a quantum conductance problem
• How many entries of a typical orthogonal matrix can be approximated by independent normals?
• Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
• Approximation of rectangular beta-Laguerre ensembles and large deviations
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
• Spectral analysis of large dimensional random matrices
• A dozen de Finetti-style results in search of a theory
• Some limit theorems for the eigenvalues of a sample covariance matrix
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• Circular law and arc law for truncation of random unitary matrix
• Limit theorems for uniform distributions on spheres in high-dimensional euclidean spaces
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• On Sketching Matrix Norms and the Top Singular Vector
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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