Borel theorems for random matrices from the classical compact symmetric spaces

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

Benoit Collins, Michael Stolz

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 spaces; random matrices; central limit theorem; Wick calculus; matrix integrals; classical compact groups; Diaconis-Shahshahani integral

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

43A75: Harmonic analysis on specific compact groups

15B52: Random matrices (algebraic aspects)

60B15: Probability measures on groups or semigroups, Fourier transforms, factorization

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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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