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- W2949216260 abstract "We continue to study the squared Frobenius norm of a submatrix of a $n times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] times [nt]$, we proved in a previous paper that, after centering and without any rescaling, the two-parameter process converges in distribution to a bivariate Brownian bridge. Here, we consider Bernoulli independent choices of rows and columns with respective parameters $s$ and $t$. We prove by subordination that after centering and rescaling by $n^{-1/2}$, the process converges to another Gaussian process." @default.
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- W2949216260 date "2014-03-11" @default.
- W2949216260 modified "2023-09-27" @default.
- W2949216260 title "Bridges and random truncations of random matrices" @default.
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- W2949216260 doi "https://doi.org/10.1142/s201032631450004x" @default.
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