Spherical Matrix Ensembles

MaRDI QIDQ6257951zbMATH OpenFDO

Authors Gene S. Kopp, Steven J. Miller

Publication date 8 January 2015

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

Abstract: The spherical orthogonal, unitary, and symplectic ensembles (SOE/SUE/SSE) $$ consist of $NimesN$ real symmetric, complex hermitian, and quaternionic self-adjoint matrices of Frobenius norm $r$, made into a probability space with the uniform measure on the sphere. For each of these ensembles, we determine the joint eigenvalue distribution for each $N$, and we prove the empirical spectral measures rapidly converge to the semicircular distribution as $Noinfty$. In the unitary case ($$), we also find an explicit formula for the empirical spectral density for each $N$.

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