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Results tagged with random-matrices
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user 43465
Statistics of spectral properties of matrix-valued random variables.
2
votes
Central limit theorem for 3d rotations
This is the random walk on a sphere Roberts & Ursell (1960).
Suppose that $X_i$ are rotations by an angle $\alpha$ on the sphere in a random direction
with probability $p(\mu)d\mu$ where $\mu=\cos\alp …
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