2015
DOI: 10.1007/s10959-015-0643-7
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Heat Kernel Empirical Laws on $${\mathbb {U}}_N$$ U N and $${\mathbb {GL}}_N$$ GL N

Abstract: This paper studies the empirical laws of eigenvalues and singular values for random matrices drawn from the heat kernel measures on the unitary groups U N and the general linear groups GL N , for N ∈ N. It establishes the strongest known convergence results for the empirical eigenvalues in the U N case, and the first known almost sure convergence results for the eigenvalues and singular values in the GL N case. The limit noncommutative distribution associated with the heat kernel measure on GL N is identified … Show more

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Cited by 12 publications
(3 citation statements)
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“…By standard Fourier arguments (e.g. §2.2, [20]), solutions to the time-dependent diffusion equation for the probability density of p(t) of the unitary Brownian motion U t satisfy, for some Poincaré-like constant C n > 0 depending only on n,…”
Section: Fitting Hyperplanes In D Dimensionsmentioning
confidence: 99%
See 1 more Smart Citation
“…By standard Fourier arguments (e.g. §2.2, [20]), solutions to the time-dependent diffusion equation for the probability density of p(t) of the unitary Brownian motion U t satisfy, for some Poincaré-like constant C n > 0 depending only on n,…”
Section: Fitting Hyperplanes In D Dimensionsmentioning
confidence: 99%
“…By standard Fourier arguments (e.g. §2.2, [20]), solutions to the time-dependent diffusion equation for the probability density of p ( t ) of the unitary Brownian motion U t satisfy, for some Poincaré-like constant C n > 0 depending only on n , with d the L 2 metric and ν the uniform (Haar) measure on the unitary group 𝕌( n ). Therefore, if r ( t ) satisfies: the RHS in (S59) vanishes in large t , and global exponential stability is assured.…”
Section: Background On Random Variablesmentioning
confidence: 99%
“…Here we recall the construction of a certain space of non-commutative functions given as L 2 -limits of trace polynomials, uniformly over all noncommutative laws. Trace polynomials have been studied in many previous works such as [82,78,83,81,86,11,22,44,46,47,18]. The uniform L 2 -completion of trace polynomials was first introduced in [40,41,43], and its relationship with continuous model theory was addressed in [42, §3.5].…”
Section: 2mentioning
confidence: 99%