J. Réffy

most citedOn asymptotics of large Haar distributed unitary matrices

5 citations · 6 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2004★ 1 cited

Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices

Denes Petz, Julia Reffy

Let $U_{m}$ be an $m \times m$ Haar unitary matrix and $U_{[m, n]}$ be its $n \times n$ truncation. In this paper the large deviation is proven for the empirical eigenvalue density of…

math.PR2003★ 5 cited

On asymptotics of large Haar distributed unitary matrices

Denes Petz, Julia Reffy

Let $U_{n}$ be an $n \times n$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$ are shown by using elementary met…