Product of random projections, Jacobi ensembles and universality problems arising from free probability
classification
🧮 math.PR
math-phmath.MP
keywords
freejacobipointprobabilityproductpropertiesarisingasymptotics
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.