Local spectrum of truncations of Kronecker products of Haar distributed unitary matrices

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Local Spectrum of Truncations of Kronecker Products of Haar Distributed Unitary Matrices

We address the local spectral behavior of the random matrix Π1U ⊗kΠ2U ⊗k∗Π1, where U is a Haar distributed unitary matrix of size n×n, the factor k is at most c0 logn for a small constant c0 > 0, and Π1,Π2 are arbitrary projections on l n k 2 of ranks proportional to n. We prove that in this setting the k-fold Kronecker product behaves similarly to the well-studied case when k = 1. AMS Subject ...

متن کامل

Haar-Distributed Unitary Matrices

We provide an elementary proof for a theorem due to Petz and Réffy which states that for a random n × n unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) k × k submatrix converges in distribution, after multiplying by a normalization factor √ n and as n → ∞, to a matrix of independent complex Gaussian random variables with mean 0...

متن کامل

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...

متن کامل

Truncations of Haar Distributed Matrices, Traces and Bivariate Brownian Bridge

Let U be a Haar distributed matrix in U(n) or O(n). We show that after centering the two-parameter process W (s, t) = ∑ i≤⌊ns⌋,j≤⌊nt⌋ |Uij | 2 converges in distribution to the bivariate tied-down Brownian bridge.

متن کامل

Truncations of Haar distributed matrices, traces and bivariate Brownian bridges

Let U be a Haar distributed matrix in U(n) or O(n). We show that after centering the two-parameter process W (s, t) = ∑ i≤⌊ns⌋,j≤⌊nt⌋ |Uij | 2 converges in distribution to the bivariate tied-down Brownian bridge.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Random Matrices: Theory and Applications

سال: 2015

ISSN: 2010-3263,2010-3271

DOI: 10.1142/s201032631550001x