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

DOI10.1214/aop/1019160338zbMath1021.60018arXivmath/9908063OpenAlexW1784259868MaRDI QIDQ1872155

Alexander B. Soshnikov

Publication date: 6 May 2003

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

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

zbMATH Keywords

random matricescentral limit theoremcompact groupsKac-Spitzer combinatorial lemma

Mathematics Subject Classification ID

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

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