Multivariate normal approximation for traces of random unitary matrices
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Publication:2072086
DOI10.1214/21-AOP1520zbMath1486.60014arXiv2002.01879OpenAlexW3004506524MaRDI QIDQ2072086
Kurt Johansson, Gaultier Lambert
Publication date: 1 February 2022
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.01879
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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