The four classical groups U(n), O(n), Sp(n), and Sn
Presenter
July 7, 2009
Keywords:
- random matrices
- compact matrix groups
- Haar measure
- measure theory and probability
- Gaussian measure
MSC:
- 60B20
- 60B12
- 60B15
- 60Bxx
- 60-xx
- 28C10
- 28Cxx
