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)

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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

(15)

• Distances between random orthogonal matrices and independent normals
• Eigenvalues of product of Ginibre ensembles and their inverses and that of truncated Haar unitary matrices and their inverses
• Moments of traces of circular beta-ensembles
• Empirical distributions of eigenvalues of product ensembles
• The complexity of learning (pseudo)random dynamics of black holes and other chaotic systems
• 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
• Linear functions on the classical matrix groups
• Limiting spectral radii of circular unitary matrices under light truncation
• 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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