Truncations of Haar Distributed Matrices, Traces and Bivariate Brownian Bridges

Random Matrices: Theory and Application

Volumn 1, Issue 1, 2012, Pages

  Donati Martin, Catherine ^a   Rouault, Alain ^a  

^a UNIVERSITÉ DE VERSAILLES SAINT QUENTIN EN YVELINES   (France)

Author keywords

bivariate Brownian bridge; invariance principle; orthogonal ensemble; Random matrices; unitary ensemble

Indexed keywords

EID: 84898649859     PISSN: 20103263     EISSN: 20103271     Source Type: Journal    
DOI: 10.1142/S2010326311500079     Document Type: Article

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