On asymptotics of large Haar distributed unitary matrices

Details On asymptotics of large Haar distributed unitary matrices On asymptotics of large Haar distributed unitary matrices

2003-10-21

arxiv.org/abs/math/0310338v1

Mathematics

Probability

Scientific paper

Let $U_n$ be an $n \times n$ Haar unitary matrix. In this paper, the
asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$
are shown by using elementary methods. More generally, it is shown that the
renormalized truncated Haar unitaries converge to a Gaussian random matrix in
distribution.

Affiliated with

Also associated with

No associations

Rating

On asymptotics of large Haar distributed unitary matrices does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On asymptotics of large Haar distributed unitary matrices, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On asymptotics of large Haar distributed unitary matrices will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-510185