Eigenvalues of random matrices from compact classical groups in Wasserstein metric

DOI10.1214/24-EJP1218MaRDI QIDQ6654825zbMATH OpenFDO

Authors Bence Borda

Publication date 20 December 2024

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-EJP1218

zbMATH Keywords

characteristic polynomialcircular unitary ensembledeterminantal point processeigenvaluesoptimal transportrandom matricesspectral measure

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Optimal transportation (49Q22) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(1)

• The Wasserstein distance to the circular law

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