Central limit theorem for the heat kernel measure on the unitary group
نویسندگان
چکیده
منابع مشابه
Schur-weyl Duality and the Heat Kernel Measure on the Unitary Group
We investigate a relation between the Brownian motion on the unitary group and the most natural random walk on the symmetric group, based on Schur-Weyl duality. We use this relation to establish a convergent power series expansion for the expectation of a product of traces of powers of a random unitary matrix under the heat kernel measure. This expectation turns out to be the generating series ...
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2010
ISSN: 0022-1236
DOI: 10.1016/j.jfa.2010.08.005