Central limit theorems for the brownian motion on large unitary groups
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Publication:2880705
DOI10.24033/bsmf.2621zbMath1242.60007arXiv0904.1681MaRDI QIDQ2880705
Publication date: 14 April 2012
Published in: Bulletin de la Société mathématique de France (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.1681
60F05: Central limit and other weak theorems
60B20: Random matrices (probabilistic aspects)
60J65: Brownian motion
15B52: Random matrices (algebraic aspects)
60B15: Probability measures on groups or semigroups, Fourier transforms, factorization
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Cites Work
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