International audienceLet U be a Haar distributed unitary matrix in U(n)or O(n). We show that after centering the double index process $$ W^{(n)} (s,t) = \sum_{i \leq \lfloor ns \rfloor, j \leq \lfloor nt\rfloor} |U_{ij}|^2 $$ converges in distribution to the bivariate tied-down Brownian bridge. The proof relies on the notion of second order freeness
The Brownian motion $$(UN_t)_{t\backslashge 0}$$(UtN)t≥0on the unitary group converges, as a process...
AbstractLet {vij} i,j = 1, 2,…, be i.i.d. standardized random variables. For each n, let Vn = (vij) ...
Let {vij}, i, J = 1,2, ..., be i.i.d. random variables, and for each n let Mn = (1/s)VnVnT, where Vn...
International audienceLet U be a Haar distributed unitary matrix in U(n)or O(n). We show that after ...
International audienceLet U be a Haar distributed unitary matrix in U(n)or O(n). We show that after ...
Let $U$ be a Haar distributed matrix in $\mathbb U(n)$ or $\mathbb O (n)$. In a previous paper, we p...
International audienceLet U be a Haar distributed matrix in U(n) or O(n). In a previous paper, we pr...
International audienceLet U be a Haar distributed matrix in U(n) or O(n). In a previous paper, we pr...
International audienceLet U be a Haar distributed matrix in U(n) or O(n). In a previous paper, we pr...
The bivariate Brownian bridge, a nontensor Gaussian Field, is defined by B(t1,t2)=W(t1,t2)W(1,1)=0=W...
nombre de pages: 21In this paper, we prove a universality result of convergence for a bivariate rand...
The processes of the form , where K is a constant, and B(·) a Brownian bridge, are investigated. We...
Let Un be an n × n Haar unitary matrix. In this paper, the asymptotic normality and independence of ...
Let M n be an n×n real (resp. complex) Wigner matrix and UnΛnU∗n be its spectral decomposition. Set ...
minor changes, references addedSpectral decomposition of the covariance operator is one of the main ...
The Brownian motion $$(UN_t)_{t\backslashge 0}$$(UtN)t≥0on the unitary group converges, as a process...
AbstractLet {vij} i,j = 1, 2,…, be i.i.d. standardized random variables. For each n, let Vn = (vij) ...
Let {vij}, i, J = 1,2, ..., be i.i.d. random variables, and for each n let Mn = (1/s)VnVnT, where Vn...
International audienceLet U be a Haar distributed unitary matrix in U(n)or O(n). We show that after ...
International audienceLet U be a Haar distributed unitary matrix in U(n)or O(n). We show that after ...
Let $U$ be a Haar distributed matrix in $\mathbb U(n)$ or $\mathbb O (n)$. In a previous paper, we p...
International audienceLet U be a Haar distributed matrix in U(n) or O(n). In a previous paper, we pr...
International audienceLet U be a Haar distributed matrix in U(n) or O(n). In a previous paper, we pr...
International audienceLet U be a Haar distributed matrix in U(n) or O(n). In a previous paper, we pr...
The bivariate Brownian bridge, a nontensor Gaussian Field, is defined by B(t1,t2)=W(t1,t2)W(1,1)=0=W...
nombre de pages: 21In this paper, we prove a universality result of convergence for a bivariate rand...
The processes of the form , where K is a constant, and B(·) a Brownian bridge, are investigated. We...
Let Un be an n × n Haar unitary matrix. In this paper, the asymptotic normality and independence of ...
Let M n be an n×n real (resp. complex) Wigner matrix and UnΛnU∗n be its spectral decomposition. Set ...
minor changes, references addedSpectral decomposition of the covariance operator is one of the main ...
The Brownian motion $$(UN_t)_{t\backslashge 0}$$(UtN)t≥0on the unitary group converges, as a process...
AbstractLet {vij} i,j = 1, 2,…, be i.i.d. standardized random variables. For each n, let Vn = (vij) ...
Let {vij}, i, J = 1,2, ..., be i.i.d. random variables, and for each n let Mn = (1/s)VnVnT, where Vn...
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