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تسجيل مستخدم جديدTruncations of Haar distributed matrices, traces and bivariate Brownian bridges
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تأليف
Catherine Donati-Martin
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Let U be a Haar distributed unitary matrix in U(n)or O(n). We show that after centering the double index process $$ W^{(n)} (s,t) = sum_{i leq lfloor ns rfloor, j leq lfloor ntrfloor} |U_{ij}|^2 $$ converges in distribution to the bivariate tied-down Brownian bridge. The proof relies on the notion of second order freeness.
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