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

logarithmic Sobolev inequalitiesspectral measureuniform random matricesWasserstein distance

Mathematics Subject Classification ID

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

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

(29)

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

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