Limiting spectral distribution of sum of unitary and orthogonal matrices
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1. | Title | Title of document | Limiting spectral distribution of sum of unitary and orthogonal matrices |
2. | Creator | Author's name, affiliation, country | Anirban Basak; Stanford University; United States |
2. | Creator | Author's name, affiliation, country | Amir Dembo; Stanford University; United States |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Random matrices, limiting spectral distribution, Haar measure, Brown measure, free convolution, Stieltjes transform, Schwinger-Dyson equation. |
3. | Subject | Subject classification | 46L53, 60B10, 60B20. |
4. | Description | Abstract | We show that the empirical eigenvalue measure for sum of $d$ independent Haar distributed $n$-dimensional unitary matrices, converge for $n \rightarrow \infty$ 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 transform of $T_n$ that is made in [Guionnet, Krishnapur, Zeitouni; Theorem 1]. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2013-08-10 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/2466 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v18-2466 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 18 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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