Composed ensembles of random unitary matrices
Marcin Pozniak, Karol Zyczkowski, Marek Kus
Abstract
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate their physical relevance. We discuss also the methods of generating random matrices distributed according to invariant Haar measure on the orthogonal and unitary group.
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