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unitary-ensemble
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RANDOM TRUNCATIONS OF HAAR DISTRIBUTED MATRICES AND BRIDGES
Let $U$ be a Haar distributed matrix in $\mathbb U(n)$ or $\mathbb O (n)$. In a previous paper, we proved that after centering, the two-parameter process \[T^{(n)}...
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Limit theorems for orthogonal polynomials related to circular ensembles
31 pages
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