The entries of Haar-invariant matrices from the Classical compact groups

DOI10.1007/S10959-009-0241-7MaRDI QIDQ616261zbMATH OpenOpenAlexFDO

Authors Tiefeng Jiang

Publication date 7 January 2011

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.324.3467

zbMATH Keywords

independencerandom matrixGaussian distributionHaar measureprobability inequalityclassical compact group

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• Maxima of entries of Haar distributed matrices
• On random matrices from the compact classical groups
• Linear functions on the classical matrix groups
• On the Diaconis-Shahshahani method in random matrix theory
• On the moments of traces of matrices of classical groups

Cites work

• scientific article; zbMATH DE number 51346 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 219860 (Why is no real title available?)
• A dozen de Finetti-style results in search of a theory
• A variance formula related to a quantum conductance problem
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
• How many entries of a typical orthogonal matrix can be approximated by independent normals?
• How to generate random matrices from the classical compact groups
• Lie groups beyond an introduction
• Lie groups. An approach through invariants and representations
• Limit theorems for uniform distributions on spheres in high-dimensional euclidean spaces
• Maxima of entries of Haar distributed matrices
• Statistical Theory of the Energy Levels of Complex Systems. I
• Uncertainty principles and ideal atomic decomposition

Cited in

(13)

• Empirical distributions of eigenvalues of product ensembles
• Limiting spectral radii of circular unitary matrices under light truncation
• Linear functions on the classical matrix groups
• Bridges and random truncations of random matrices
• Random matrices: universal properties of eigenvectors
• Moments of traces of circular beta-ensembles
• Spectral radii of truncated circular unitary matrices
• Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions
• Distances between random orthogonal matrices and independent normals
• Spectral radii of large non-Hermitian random matrices
• Smallest eigenvalue distributions for two classes of {\(\beta\)}-Jacobi ensembles
• Circular law and arc law for truncation of random unitary matrix
• Maxima of entries of Haar distributed matrices

This page was built for publication: The entries of Haar-invariant matrices from the Classical compact groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q616261)