On asymptotics of large Haar distributed unitary matrices |
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| Authors: | Petz Dénes Réffy Júlia |
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| Affiliation: | (1) Department for Mathematical Analysis, Budapest University of Technology and Economics, H-1521 Budapest XI., Hungary |
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| Abstract: | Let U n be an n × n Haar unitary matrix. In this paper, the asymptotic normality and independence of Tr U n , Tr U n 2 ,..., Tr U n k are shown by using elementary methods. More generally, it is shown that the renormalized truncated Haar unitaries converge to a Gaussian random matrix in distribution. This revised version was published online in August 2006 with corrections to the Cover Date. |
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| Keywords: | random matrices joint egienvalue distribution Haar unitary truncated Haar unitary method of moments trace of powers |
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