Electronic Communications in Probability

Spectral measures of powers of random matrices

Elizabeth Meckes and Mark Meckes

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Abstract

This paper considers the empirical spectral measure of a power of a random matrix drawn uniformly from one of the compact classical matrix groups. We give sharp bounds on the $L_p$-Wasserstein distances between this empirical measure and the uniform measure on the circle, which show a smooth transition in behavior when the power increases and yield rates on almost sure convergence when the dimension grows. Along the way, we prove the sharp logarithmic Sobolev inequality on the unitary group.

Article information

Source
Electron. Commun. Probab., Volume 18 (2013), paper no. 78, 13 pp.

Dates
Accepted: 23 September 2013
First available in Project Euclid: 7 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465315617

Digital Object Identifier
doi:10.1214/ECP.v18-2551

Mathematical Reviews number (MathSciNet)
MR3109633

Zentralblatt MATH identifier
1310.60003

Subjects
Primary: 60B20: Random matrices (probabilistic aspects; for algebraic aspects see 15B52)
Secondary: 60B15: Probability measures on groups or semigroups, Fourier transforms, factorization 60E15: Inequalities; stochastic orderings 60F05: Central limit and other weak theorems

Keywords
Uniform random matrices spectral measure Wasserstein distance logarithmic Sobolev inequality

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Meckes, Elizabeth; Meckes, Mark. Spectral measures of powers of random matrices. Electron. Commun. Probab. 18 (2013), paper no. 78, 13 pp. doi:10.1214/ECP.v18-2551. https://projecteuclid.org/euclid.ecp/1465315617


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