Spectral measures of powers of random matrices

DOI10.1214/ECP.V18-2551MaRDI QIDQ743052zbMATH OpenOpenAlexWikidataFDO

Authors Elizabeth Meckes, Mark W. Meckes

Publication date 22 September 2014

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

Full work available at URL https://arxiv.org/abs/1210.2681

zbMATH Keywords

Wasserstein distancespectral measurelogarithmic Sobolev inequalitiesuniform random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Abstract: This paper considers the empirical spectral measure of a power of a random matrix drawn uniformly from one of the compact classical matrix groups. We give sharp bounds on the $L_p$-Wasserstein distances between this empirical measure and the uniform measure on the circle, which show a smooth transition in behavior when the power increases and yield rates on almost sure convergence when the dimension grows. Along the way, we prove the sharp logarithmic Sobolev inequality on the unitary group.

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Cited in

(27)

• Images of eigenvalue distributions under power maps
• Convergence of the empirical spectral measure of unitary Brownian motion
• Eigenvalues of random matrices from compact classical groups in Wasserstein metric
• On the eigenvalues of truncations of random unitary matrices
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• Cayley graphs that have a quantum ergodic eigenbasis
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• Random quantum correlations are generically non-classical
• Tracy-Widom limit for free sum of random matrices
• Spectral distribution of random matrices from mutually unbiased bases
• Equidistribution and \(\beta\)-ensembles
• Self-similarity in the circular unitary ensemble
• A sharp rate of convergence for the empirical spectral measure of a random unitary matrix
• The limiting characteristic polynomial of classical random matrix ensembles
• On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures
• Asymptotic entropic uncertainty relations
• On almost sure convergence of the spectral distribution of a power of a random matrix to the Fuss-Catalan distribution
• A rate of convergence for the circular law for the complex Ginibre ensemble
• The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
• Matrix models, Toeplitz determinants and recurrence times for powers of random unitary matrices
• Heat kernel empirical laws on \({\mathrm {U}}_N\) and \({\mathrm {GL}}_N\)
• Concentration and convergence rates for spectral measures of random matrices
• Spectra of random M-extensions
• Random matrices with prescribed eigenvalues and expectation values for random quantum states
• Random walks on symmetric spaces and inequalities for matrix spectra
• Metric and classical fidelity uncertainty relations for random unitary matrices
• A random matrix approach to the Peterson-Thom conjecture

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