Spectral measures of powers of random matrices

DOI10.1214/ECP.V18-2551zbMATH Open1310.60003arXiv1210.2681OpenAlexW2124466982WikidataQ125825807 ScholiaQ125825807MaRDI QIDQ743052FDOQ743052

Authors: Elizabeth Meckes, Mark W. Meckes 

Publication date: 22 September 2014

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

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.

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

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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)

Cited In (27)

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

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