I guess a product of two Haar distributed unitary matrices is also a Haar distributed unitary matrix. Is there a proof?
2026-03-25 11:03:11.1774436591
What is the product of two Haar distributed unitary matrices?
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Presumably the two matrices are chosen independently.
The product of two unitary matrices is unitary. The distribution is invariant under multiplication on left or right by a unitary matrix. Use uniqueness of Haar measure...