Abstract :
In [9], it was shown that if U is a random n2n unitary matrix, then for any pSn, the eigenvalues of Up are i.i.d. uniform; similar results were also shown for general compact Lie groups. We study what happens when p
Keywords :
Dynamic programming , subdifferentiability , quadratic optimization
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Journal title :
PROBABILITY THEORY AND RELATED FIELDS