Multivariate normal approximation for traces of orthogonal and symplectic matrices

DOI10.1214/22-AIHP1332arXiv2103.03791OpenAlexW3135122602MaRDI QIDQ6127300

Klara Courteaut, Kurt Johansson

Publication date: 12 April 2024

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.03791

zbMATH Keywords

Toeplitz determinantsHankel determinantsmultivariate Gaussian approximation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random matrices (algebraic aspects) (15B52) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

This page was built for publication: Multivariate normal approximation for traces of orthogonal and symplectic matrices