Borel theorems for random matrices from the classical compact symmetric spaces

DOI10.1214/07-AOP341zbMath1149.15016arXivmath/0611708MaRDI QIDQ2427051

Michael Stolz, Benoit Collins

Publication date: 15 May 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611708

zbMATH Keywords

symmetric spacesrandom matricescentral limit theoremWick calculusmatrix integralsclassical compact groupsDiaconis-Shahshahani integral

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Harmonic analysis on specific compact groups (43A75) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cites Work

• Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
• Random matrix ensembles associated to compact symmetric spaces
• On the Diaconis-Shahshahani method in random matrix theory
• Symmetry classes of disordered fermions
• Linear functionals of eigenvalues of random matrices
• Asymptotic behavior of group integrals in the limit of infinite rank
• On the Eigenvalues of Random Matrices
• The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics
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