Mock-Gaussian behaviour for linear statistics of classical compact groups

DOI10.1088/0305-4470/36/12/304MaRDI QIDQ4443875zbMATH OpenOpenAlexFDO

Authors C. P. Hughes, Zeév Rudnick

Publication date 19 January 2004

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0206289

zbMATH Keywords

classical compact groupsGaussian momentslinear statistics for eigenphases

Mathematics Subject Classification ID

Analysis on other specific Lie groups (43A80) Convergence of probability measures (60B10) Multivariate distribution of statistics (62H10) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Abstract: We consider the scaling limit of linear statistics for eigenphases of a matrix taken from one of the classical compact groups. We compute their moments and find that the first few moments are Gaussian, whereas the limiting distribution is not. The precise number of Gaussian moments depends upon the particular statistic considered.

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Cited in

(16)

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• On the Diaconis-Shahshahani method in random matrix theory
• Limiting laws of linear eigenvalue statistics for Hermitian matrix models
• Powers of large random unitary matrices and Toeplitz determinants
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• Statistics for products of traces of high powers of the Frobenius class of hyperelliptic curves in even characteristic
• Strong Szegő Asymptotics and Zeros of the Zeta‐Function
• Moments of traces of Frobenius of higher order Dirichlet $L$-functions over $\mathbb F_q[T]$
• Determining optimal test functions for 2-level densities
• Extending the support of 1- and 2-level densities for cusp form \(L\)-functions under square-root cancellation hypotheses
• Statistics for products of traces of high powers of the Frobenius class of hyperelliptic curves
• Moments of one-level densities in families of holomorphic cusp forms in the level aspect
• On the moments of traces of matrices of classical groups
• Low-lying zeros of L-functions with orthogonal symmetry

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