Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles

Probability Theory and Related Fields

Volumn 144, Issue 1-2, 2009, Pages 221-246

  Jiang, Tiefeng ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Eigenvalue; Empirical distribution; Haar measure; Largest eigenvalue; Limiting distribution; Random matrix

Indexed keywords

EID: 60449099031     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-008-0146-x     Document Type: Article

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