Borel Theorems for Random Matrices from the Classical Compact Symmetric Spaces


Abstract. We study random vectors of the form (Tr(AV ), . . . ,Tr(AV )), where V is a uniformly distributed element of a matrix version of a classical compact symmetric space, and the A are deterministic parameter matrices. We show that for increasing matrix sizes these random vectors converge to a joint Gaussian limit, and compute its covariances. This… (More)


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