Elizabeth Meckes

activity

20042021

most citedMultivariate normal approximation using exchangeable pairs

147 citations · 323 across the 21 of their papers we have counts for

collaborators

28 papers

math.PR2021★ 2 cited

The Eigenvalues of Random Matrices

Elizabeth Meckes

This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use m…

math.PR2019

Fluctuations of the spectrum in rotationally invariant random matrix ensembles

Elizabeth S. Meckes, Mark W. Meckes

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subsp…

math.PR2019

Eigenvalue rigidity for truncations of random unitary matrices

Elizabeth Meckes, Kathryn Stewart

We consider the empirical eigenvalue distribution of an $m \times m$ principal submatrix of an $n \times n$ random unitary matrix distributed according to Haar measure. For $n$ and $…

math.PR2018

On the eigenvalues of truncations of random unitary matrices

Elizabeth Meckes, Kathryn Stewart

We consider the empirical eigenvalue distribution of an $m \times m$ principle submatrix of an $n \times n$ random unitary matrix distributed according to Haar measure. Earlier work…

math.PR2017★ 4 cited

Random matrices with prescribed eigenvalues and expectation values for random quantum states

Elizabeth S. Meckes, Mark W. Meckes

Given a collection ${λ_{1}, \dots, λ_{n}}$ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues…

math.PR2017★ 1 cited

Convergence of the empirical spectral measure of unitary Brownian motion

Elizabeth Meckes, Tai Melcher

Let ${U_{t}^{N}}_{t \geq 0}$ be a standard Brownian motion on $U (N)$ . For fixed $N \in N$ and $t > 0$ , we give explicit bounds on the $L_{1}$ -Wasserstein distance of the em…