On Random Matrices from the Compact Classical Groups
- 1 May 1997
- journal article
- Published by JSTOR in Annals of Mathematics
- Vol. 145 (3) , 519
- https://doi.org/10.2307/2951843
Abstract
If M is a matrix taken randomly with respect to normalized Haar measure on U(n), O(n) or Sp(n), then the real and imaginary parts of the random variables Tr(Mk)...Keywords
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