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. 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.
Read more about Circular Ensemble: Probability Distributions, Generalizations, Calculations
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