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

1999/08/13 by Alexander Soshnikov, Soshnikov, Alexander · 2 citations
Mathematics · #Advanced Algebra and Geometry #Advanced Operator Algebra Research #Combinatorics (math.CO) #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #math.CO #math.PR

paper · pdf · doi:10.48550/arxiv.math/9908063

arxiv created 1999/08/13 · openalex publication_date 1999/08/13 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

Citations

• Toeplitz matrices, translation kernels and a related problem in probability theory

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