On the law of multiplication of unitary random matrices
Žurnal matematičeskoj fiziki, analiza, geometrii, Tome 7 (2000) no. 3, pp. 266-283
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Normalized eigenvalue counting measure of the product of two unitary matrices rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix is studied in the limit of infinite matrix order. Convergence with probability 1 to a limiting nonrandom measure is established. The functional equation for the Herglotz transform of the limiting measure is obtained.
@article{JMAG_2000_7_3_a1,
author = {V. Vasilchuk},
title = {On the law of multiplication of unitary random matrices},
journal = {\v{Z}urnal matemati\v{c}eskoj fiziki, analiza, geometrii},
pages = {266--283},
year = {2000},
volume = {7},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/JMAG_2000_7_3_a1/}
}
V. Vasilchuk. On the law of multiplication of unitary random matrices. Žurnal matematičeskoj fiziki, analiza, geometrii, Tome 7 (2000) no. 3, pp. 266-283. http://geodesic.mathdoc.fr/item/JMAG_2000_7_3_a1/