The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities

被引：100

作者：

Soshnikov, A ^{[1
]}

机构：

[1] CALTECH, Pasadena, CA 91125 USA

[2] Univ Calif Davis, Dept Math, Davis, CA 95616 USA

来源：

ANNALS OF PROBABILITY | 2000年 / 28卷 / 03期

关键词：

central limit theorem; random matrices; compact groups and Kac-Spitzer combinatorial lemma;

D O I：

10.1214/aop/1019160338

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We discuss the CLT for the global and local linear statistics of random matrices from classical compact groups. The main parts of our proofs are certain combinatorial identities, much in the spirit of works by M. Kac and H. Spohn.

引用

页码：1353 / 1370

页数：18

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