Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities

Details Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities

1999-08-13

arxiv.org/abs/math/9908063v1

Mathematics

Probability

Scientific paper

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.

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