Skip to main content

A Smooth Transition from Wishart to GOE

Author(s): Rácz, Miklos Z; Richey, J

To refer to this page use:
Full metadata record
DC FieldValueLanguage
dc.contributor.authorRácz, Miklos Z-
dc.contributor.authorRichey, J-
dc.identifier.citationRácz, MZ, Richey, J. (2019). A Smooth Transition from Wishart to GOE. Journal of Theoretical Probability, 32 (2), 898 - 906. doi:10.1007/s10959-018-0808-2en_US
dc.description.abstract© 2018, Springer Science+Business Media, LLC, part of Springer Nature. It is well known that an n× n Wishart matrix with d degrees of freedom is close to the appropriately centered and scaled Gaussian orthogonal ensemble (GOE) if d is large enough. Recent work of Bubeck, Ding, Eldan, and Racz, and independently Jiang and Li, shows that the transition happens when d= Θ (n 3 ). Here we consider this critical window and explicitly compute the total variation distance between the Wishart and GOE matrices when d/ n 3 → c∈ (0 , ∞). This shows, in particular, that the phase transition from Wishart to GOE is smooth.en_US
dc.format.extent898 - 906en_US
dc.relation.ispartofJournal of Theoretical Probabilityen_US
dc.rightsAuthor's manuscripten_US
dc.titleA Smooth Transition from Wishart to GOEen_US
dc.typeJournal Articleen_US

Files in This Item:
File Description SizeFormat 
A Smooth Transition from Wishart to GOE.pdf303.96 kBAdobe PDFView/Download

Items in OAR@Princeton are protected by copyright, with all rights reserved, unless otherwise indicated.