• Corpus ID: 240071014

Stable distributions and domains of attraction for unitarily invariant Hermitian random matrix ensembles

@inproceedings{Kieburg2021StableDA,
  title={Stable distributions and domains of attraction for unitarily invariant Hermitian random matrix ensembles},
  author={Mario Kieburg and Jiyuan Zhang},
  year={2021}
}
We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the eigenvectors are Haar distributed and, therefore, factorise from the eigenvalue statistics. We prove a classification for stable matrix ensembles of this kind of matrices represented in terms of matrices, their eigenvalues and their diagonal entries with the… 

Derivative principles for invariant ensembles

A big class of ensembles of random matrices are those which are invariant under group actions so that the eigenvectors become statistically independent of the eigenvalues. In the present work we show

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