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

DOI10.1007/s10959-009-0241-7zbMath1204.60010OpenAlexW2014037164MaRDI QIDQ616261

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

independenceGaussian distributionrandom matrixHaar measureprobability inequalityclassical compact group

Mathematics Subject Classification ID

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

Related Items (10)

RANDOM MATRICES: UNIVERSAL PROPERTIES OF EIGENVECTORS ⋮ Bridges and random truncations of random matrices ⋮ Limiting spectral radii of circular unitary matrices under light truncation ⋮ Spectral radii of truncated circular unitary matrices ⋮ Empirical distributions of eigenvalues of product ensembles ⋮ Spectral radii of large non-Hermitian random matrices ⋮ Moments of traces of circular beta-ensembles ⋮ Plot of CLT ⋮ Circular law and arc law for truncation of random unitary matrix ⋮ Smallest eigenvalue distributions for two classes of β-Jacobi ensembles

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