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Department of Mathematics
Central Limit Theorem for local linear statistics in classical compact groups and
related combinatorial identities
- Author(s): Soshnikov, Alexander
- et al.
Published Web Locationhttps://arxiv.org/pdf/math/9908063.pdf
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We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.
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