Asymptotics of powers of random elements of compact Lie groups*

被引:0
|
作者
Phillips, Donnelly [1 ]
机构
[1] Univ Virginia, Charlottesville, VA 22903 USA
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2024年 / 29卷
关键词
random matrix; high powers; limiting distribution; compact Lie group; EIGENVALUES;
D O I
10.1214/24-EJP1096
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For a Haar -distributed element H of a compact Lie group L, Eric Rains proved in [10] that there is a natural number D = DL such that, for all d >= D, the eigenvalue distribution of Hd is fixed, and Rains described this fixed eigenvalue distribution explicitly. In the present paper we consider random elements U of a compact Lie group with general distribution. In particular, we introduce a mild absolute continuity condition under which the eigenvalue distribution of powers of U converges to that of HD. Then, rather than the eigenvalue distribution, we consider the limiting distribution of Ud itself.
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页数:16
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