O ct 2 00 3 On asymptotics of large Haar distributed unitary matrices 1
نویسنده
چکیده
Entries of a random matrix are random variables but a random matrix is equivalently considered as a probability measure on the set of matrices. A simple example of random matrix has independent identically distributed entries. In this paper random unitary matrices are studied whose entries must be correlated. A unitary matrix U = (Uij) is a matrix with complex entries and UU ∗ = UU = I. In terms the entries these relations mean that
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تاریخ انتشار 2008