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• W2014037164 abstract "Let Γ n =(γ ij )n×n be a random matrix with the Haar probability measure on the orthogonal group O(n), the unitary group U(n), or the symplectic group Sp(n). Given 1≤m<n, a probability inequality for a distance between (γ ij )n×m and some mn independent F-valued normal random variables is obtained, where F=ℝ, ℂ, or ℍ (the set of real quaternions). The result is universal for the three cases. In particular, the inequality for Sp(n) is new." @default.
• W2014037164 created "2016-06-24" @default.
• W2014037164 creator A5037668726 @default.
• W2014037164 date "2009-08-04" @default.
• W2014037164 modified "2023-10-08" @default.
• W2014037164 title "The Entries of Haar-Invariant Matrices from the Classical Compact Groups" @default.
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• W2014037164 doi "https://doi.org/10.1007/s10959-009-0241-7" @default.
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