Bridges and random truncations of random matrices
نویسندگان
چکیده
منابع مشابه
Random Truncations of Haar Distributed Matrices and Bridges
Let U be a Haar distributed matrix in U(n) or O(n). In a previous paper, we proved that after centering, the two-parameter process T (s, t) = ∑ i≤⌊ns⌋,j≤⌊nt⌋ |Uij | 2 converges in distribution to the bivariate tied-down Brownian bridge. In the present paper, we replace the deterministic truncation of U by a random one, where each row (resp. column) is chosen with probability s (resp. t) indepen...
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ژورنال
عنوان ژورنال: Random Matrices: Theory and Applications
سال: 2014
ISSN: 2010-3263,2010-3271
DOI: 10.1142/s2010326314500063