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

DOI10.1007/S10959-009-0241-7zbMATH Open1204.60010OpenAlexW2014037164MaRDI QIDQ616261FDOQ616261

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

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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)

Cites Work

• How to generate random matrices from the classical compact groups
• Lie groups. An approach through invariants and representations
• A dozen de Finetti-style results in search of a theory
• Title not available (Why is that?)
• Title not available (Why is that?)
• Uncertainty principles and ideal atomic decomposition
• How many entries of a typical orthogonal matrix can be approximated by independent normals?
• Lie groups beyond an introduction
• 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
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
• Title not available (Why is that?)
• A variance formula related to a quantum conductance problem

Cited In (12)

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

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