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

Alexander Soshnikov

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

Alexander Soshnikov

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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.

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Alexander Soshnikov. 1999-08-13. Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities. https://arxiv.org/abs/math/9908063

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