Rates of Bulk Convergence for Ensembles of Classical Compact Groups

Fuente: arXiv
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Main Author: Cai, Mengchun
Format: Preprint
Published: 2025
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author Cai, Mengchun
author_facet Cai, Mengchun
contents This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance, we obtain the rate of convergence for different ensembles to the sine point process when the dimension of matrices $N$ is sufficiently large. Specifically, the rate is roughly of order $N^{-2}$ on the unitary group and of order $N^{-1}$ on the orthogonal group and the compact symplectic group.
format Preprint
id arxiv_https___arxiv_org_abs_2508_21274
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Rates of Bulk Convergence for Ensembles of Classical Compact Groups
Cai, Mengchun
Probability
This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance, we obtain the rate of convergence for different ensembles to the sine point process when the dimension of matrices $N$ is sufficiently large. Specifically, the rate is roughly of order $N^{-2}$ on the unitary group and of order $N^{-1}$ on the orthogonal group and the compact symplectic group.
title Rates of Bulk Convergence for Ensembles of Classical Compact Groups
topic Probability
url https://arxiv.org/abs/2508.21274