Circular ensemble

In the theory of random matrices, the circular ensembles are measures on spaces of unitary matrices introduced by Freeman Dyson as modifications of the Gaussian matrix ensembles.[1] The three main examples are the circular orthogonal ensemble (COE) on symmetric unitary matrices, the circular unitary ensemble (CUE) on unitary matrices, and the circular symplectic ensemble (CSE) on self dual unitary quaternionic matrices.

  1. ^ F.M. Dyson (1962). "The threefold way. Algebraic structure of symmetry groups and ensembles in quantum mechanics". Journal of Mathematical Physics. 3 (6): 1199. Bibcode:1962JMP.....3.1199D. doi:10.1063/1.1703863.