Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities
Probability
2007-05-23 v1 Combinatorics
Abstract
We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.
Cite
@article{arxiv.math/9908063,
title = {Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities},
author = {Alexander Soshnikov},
journal= {arXiv preprint arXiv:math/9908063},
year = {2007}
}