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Spectral measures of powers of random matrices

Probability 2013-09-26 v3 Mathematical Physics math.MP Spectral Theory

Abstract

This paper considers the empirical spectral measure of a power of a random matrix drawn uniformly from one of the compact classical matrix groups. We give sharp bounds on the LpL_p-Wasserstein distances between this empirical measure and the uniform measure on the circle, which show a smooth transition in behavior when the power increases and yield rates on almost sure convergence when the dimension grows. Along the way, we prove the sharp logarithmic Sobolev inequality on the unitary group.

Keywords

Cite

@article{arxiv.1210.2681,
  title  = {Spectral measures of powers of random matrices},
  author = {Elizabeth Meckes and Mark Meckes},
  journal= {arXiv preprint arXiv:1210.2681},
  year   = {2013}
}

Comments

v3: Minor changes in response to referee comments. To appear in Electron. Commun. Probab