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On Trace Averages and Sharp Asymptotics for Powers of Haar-Unitary Matrices

Irfan, Ayesha
arXiv (All) · Papers
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60f0560g55mathematical-physicsprobability
For a Haar-distributed matrix $U \in U(N)$, Rains's power-map theorem represents the spectrum of $U^m$, $m \in \mathbb{N}$, as a superposition of independent lower-dimensional CUE spectra. We determine how this exact decomposition appears in trace moments and in sharp Gaussian and Poisson limit laws
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