We discuss the CLT for the global and local linear statistics of
random matrices from classical compact groups. The mainparts of our proofs are
certain combinatorial identities, much in the spirit of works by M. Kac and H.
Spohn.
Publié le : 2000-06-14
Classification:
Central limit theorem,
random matrices,
compact groups and Kac-Spitzer combinatorial lemma,
60F05,
60B15
@article{1019160338,
author = {Soshnikov, Alexander},
title = {The central limit theorem for local linear statistics in classical
compact groups and related combinatorial identities},
journal = {Ann. Probab.},
volume = {28},
number = {1},
year = {2000},
pages = { 1353-1370},
language = {en},
url = {http://dml.mathdoc.fr/item/1019160338}
}
Soshnikov, Alexander. The central limit theorem for local linear statistics in classical
compact groups and related combinatorial identities. Ann. Probab., Tome 28 (2000) no. 1, pp. 1353-1370. http://gdmltest.u-ga.fr/item/1019160338/