Powers of Random Matrices

Michael Cowling
University of New South Wales, Sydney, Australia
12 September 2011 3-4pm, Carslaw Room 829


If we select an \(n \times n\) orthogonal matrix \(X\) "at random", using the uniform distribution on the orthogonal group \(\mathrm{O}(n)\), then the powers of \(X\) are not uniformly distributed in \(\mathrm{O}(n)\). However, as \(n\) increases, the distribution of \(X^n\) stabilizes. We prove this, consider generalizations to matrices in other compact Lie groups, and make some remarks about random matrices in other Lie groups.

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