Central limit theorem for the heat kernel measure on the unitary group

DOI10.1016/j.jfa.2010.08.005zbMath1207.60018arXiv0905.3282MaRDI QIDQ609350

Thierry Lévy, Mylène Maida

Publication date: 30 November 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.3282

zbMATH Keywords

random matrices; central limit theorem; heat kernel; free probability; unitary matrices

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60B20: Random matrices (probabilistic aspects)

60J65: Brownian motion

60H30: Applications of stochastic analysis (to PDEs, etc.)

58J65: Diffusion processes and stochastic analysis on manifolds

Related Items

Central limit theorems for the brownian motion on large unitary groups

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