Central limit theorem for the heat kernel measure on the unitary group (Q609350): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jfa.2010.08.005 / rank
Normal rank
 
Property / cites work
 
Property / cites work: A CLT for a band matrix model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4335102 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus with respect to free Brownian motion and analysis on Wigner space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctations of the empirical law of large random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctuations of eigenvalues and second order Poincaré inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear functionals of eigenvalues of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003026 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002278 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some properties of large-\(N\) two-dimensional Yang-Mills theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Twists and Wilson loops in the string theory of two-dimensional QCD / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concentration of the spectral measure for large matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CLT for information-theoretic statistics of Gram random matrices with a given variance profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On fluctuations of eigenvalues of random Hermitian matrices. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Schur-Weyl duality and the heat kernel measure on the unitary group / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4827401 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3947818 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5693332 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order freeness and fluctuations of random matrices. II: Unitary random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem for linear eigenvalue statistics of random matrices with independent entries / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3526353 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem for traces of large random symmetric matrices with independent matrix elements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4511092 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JFA.2010.08.005 / rank
 
Normal rank

Latest revision as of 22:16, 9 December 2024

scientific article
Language Label Description Also known as
English
Central limit theorem for the heat kernel measure on the unitary group
scientific article

    Statements

    Central limit theorem for the heat kernel measure on the unitary group (English)
    0 references
    0 references
    0 references
    30 November 2010
    0 references
    The authors prove that, for a finite collection of real-valued functions \(f_1,\dots ,f_n\) on the group of complex numbers of modulus 1 which are differentiable with Lipschitz continuous derivative, the distribution of \((\operatorname{tr}f_1, \dots,\operatorname{tr}f_n\)) under a properly scaled heat kernel measure at a given time on the unitary group \(U(N)\) has Gaussian fluctuations as \(N\) tends to infinity, with a covariance for which they give a formula and which is of order \(N^{-1}\). In the limit where the time tends to infinity, they also prove that this covariance converges to that obtained by \textit{P. Diaconis} and \textit{S. N. Evans} in a previous work on uniformly distributed unitary matrices [Trans. Am. Math. Soc. 353, No.~7, 2615--2633 (2001; Zbl 1008.15013)]. Finally, the authors discuss some combinatorial aspects of their results.
    0 references
    0 references
    central limit theorem
    0 references
    random matrices
    0 references
    unitary matrices
    0 references
    heat kernel
    0 references
    free probability
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references