Product of random projections, Jacobi ensembles and universality problems arising from free probability
成果类型：
Article
署名作者：
Collins, B
署名单位：
Kyoto University
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-005-0428-5
发表日期：
2005
页码：
315-344
关键词：
摘要：
We consider the product of two independent randomly rotated projectors. The square of its radial part turns out to be distributed as a Jacobi ensemble. We study its global and local properties in the large dimension scaling relevant to free probability theory. We establish asymptotics for one point and two point correlation functions, as well as properties of largest and smallest eigenvalues.
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