Gaussian Approximation of the Distribution of Strongly Repelling Particles on the Unit Circle

DOI10.1137/S0040585X97T990149zbMath1469.60035arXiv1710.11328OpenAlexW3093986595MaRDI QIDQ5150158

Yuanyuan Xu, Alexander B. Soshnikov

Publication date: 9 February 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.11328

zbMATH Keywords

functional convergencemultivariate Gaussian distributionconvergence of finite dimensional distributionsstrongly repelling particles

Mathematics Subject Classification ID

Gaussian processes (60G15) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)

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Cites Work

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