Rates of bulk convergence for ensembles of classical compact groups

DOI10.1214/26-ECP802MaRDI QIDQ7320964zbMATH OpenFDO

Authors Mengchun Cai

Publication date 28 August 2026

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-communications-in-probability/volume-31/issue-none/Rates-of-bulk-convergence-for-ensembles-of-classical-compact-groups/10.1214/26-ECP802.full

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Random matrices (probabilistic aspects) (60B20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites work

• A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
• Fast approach to the tracy-widom law at the edge of GOE and GUE
• The random matrix theory of the classical compact groups

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