Heat Kernel Empirical Laws on $${\mathbb {U}}_N$$ and $${\mathbb {GL}}_N$$GLN |
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Authors: | Todd Kemp |
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Institution: | 1.Department of Mathematics,University of California, San Diego,La Jolla,USA |
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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 \({\mathbb {U}}_N\) and the general linear groups \({\mathbb {GL}}_N\), for \(N\in {\mathbb {N}}\). It establishes the strongest known convergence results for the empirical eigenvalues in the \({\mathbb {U}}_N\) case, and the first known almost sure convergence results for the eigenvalues and singular values in the \({\mathbb {GL}}_N\) case. The limit noncommutative distribution associated with the heat kernel measure on \({\mathbb {GL}}_N\) is identified as the projection of a flow on an infinite-dimensional polynomial space. These results are then strengthened from variance estimates to \(L^p\) estimates for even integers p. |
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