Limiting spectral distribution of sum of unitary and orthogonal matrices
نویسندگان
چکیده
منابع مشابه
Limiting spectral distribution of sums of unitary and orthogonal matrices∗
We show that the empirical eigenvalue measure for sum of d independent Haar distributed n-dimensional unitary matrices, converge for n → ∞ to the Brown measure of the free sum of d Haar unitary operators. The same applies for independent Haar distributed n-dimensional orthogonal matrices. As a byproduct of our approach, we relax the requirement of uniformly bounded imaginary part of Stieltjes t...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2013
ISSN: 1083-589X
DOI: 10.1214/ecp.v18-2466