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

DOI10.1214/AOP/1019160338zbMATH Open1021.60018arXivmath/9908063OpenAlexW1784259868MaRDI QIDQ1872155FDOQ1872155

Authors: A. Soshnikov 

Publication date: 6 May 2003

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

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.

Full work available at URL: https://arxiv.org/abs/math/9908063

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zbMATH Keywords

central limit theoremrandom matricescompact groupsKac-Spitzer combinatorial lemma

Mathematics Subject Classification ID

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

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Cited In (77)

• A note on pair-dependent linear statistics with a slowly increasing variance
• Central limit theorem for the complex eigenvalues of Gaussian random matrices
• The method of cumulants for the normal approximation
• The Berry-Esseen theorem for circular \(\beta\)-ensemble
• Joint global fluctuations of complex Wigner and deterministic matrices
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• Pair dependent linear statistics for CβE
• Eigenvalues of random matrices from compact classical groups in Wasserstein metric
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• Gaussian fluctuation for smoothed local correlations in CUE
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• Fluctuations of eigenvalues of random normal matrices
• Statistics of the zeros of zeta functions in families of hyperelliptic curves over a finite field
• Linear functionals of eigenvalues of random matrices
• Universality of mesoscopic fluctuations for orthogonal polynomial ensembles
• Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
• Central limit theorem for linear statistics of eigenvalues of band random matrices
• The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
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• An exact formula for the variance of linear statistics in the one-dimensional jellium model
• Functional limit theorems for random regular graphs
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• A central limit theorem for the zeroes of the zeta function
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture

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