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Title of Journal: Probab Theory Relat Fields

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Abbravation: Probability Theory and Related Fields

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Springer-Verlag

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DOI

10.1007/3-540-36575-3_1

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1432-2064

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Product of random projections Jacobi ensembles an

Authors: Benoît Collins
Publish Date: 2005/03/15
Volume: 133, Issue: 3, Pages: 315-344
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Abstract

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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Other Papers In This Journal:
  1. Loss without recovery of Gibbsianness during diffusion of continuous spins
  2. On the Dirichlet problem for asymmetric zero-range process on increasing domains
  3. Propagation and conditional propagation of chaos for pressureless gas equations
  4. Wasserstein space over the Wiener space
  5. Markov processes on partitions
  6. Quasi-stationary distributions for structured birth and death processes with mutations
  7. Outliers in the spectrum of iid matrices with bounded rank perturbations
  8. Poincaré type inequalities on the discrete cube and in the CAR algebra
  9. The largest eigenvalue of small rank perturbations of Hermitian random matrices
  10. Invariance principle for the random conductance model
  11. Modified logarithmic Sobolev inequalities and transportation inequalities
  12. Asymptotic statistical equivalence for scalar ergodic diffusions
  13. Zero-temperature Glauber dynamics on $${\mathbb{Z}^d}$$
  14. Selector processes on classes of sets
  15. The divergence of Banach space valued random variables on Wiener space
  16. A simple proof of exponential decay of subcritical contact processes
  17. Large deviations for many Brownian bridges with symmetrised initial-terminal condition
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