Product of random projections, Jacobi ensembles and universality problems arising from free probability

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dc.creatorCollins, Benoit
dc.date2004-06-28
dc.date.accessioned2026-07-07T06:33:06Z
dc.date.available2026-07-07T06:33:06Z
dc.descriptionWe 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.
dc.description28 pages, no figure, pdfLaTex
dc.identifierhttps://arxiv.org/abs/math/0406560
dc.identifierhttp://arxiv.org/abs/math/0406560
dc.identifierProbab. Theory Related Fields 133 (2005), no. 3, 315--344.
dc.identifierdoi:10.1007/s00440-005-0428-5
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/99083
dc.subjectProbability
dc.subjectMathematical Physics
dc.subject15A52; 46L54; 33C45
dc.titleProduct of random projections, Jacobi ensembles and universality problems arising from free probability
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