Central limit theorem for the heat kernel measure on the unitary group
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Publication:609350
DOI10.1016/j.jfa.2010.08.005zbMath1207.60018arXiv0905.3282OpenAlexW2076224922MaRDI QIDQ609350
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
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes and stochastic analysis on manifolds (58J65)
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