Central limit theorem for the heat kernel measure on the unitary group

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

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 ...

متن کامل

Measure Theory and the Central Limit Theorem

It has long been known that the standard Riemann integral, encountered first as one of the most important concepts of calculus, has many shortcomings, and can only be defined over the limited class of sets which have boundaries of Jordan content zero. In this paper I present the measure theory necessary to develop the more robust Lebesgue integral. This is interesting in its own right, and alth...

متن کامل

Central Limit Theorem for Random Partitions under the Plancherel Measure

A partition of a natural number n is any integer sequence λ = (λ1, λ2, . . . ) such that λ1 ≥ λ2 ≥ · · · ≥ 0 and λ1 + λ2 + · · · = n (notation: λ ⊢ n). In particular, λ1 = max{λi ∈ λ}. Every partition λ ⊢ n can be represented geometrically by a planar shape called the Young diagram, consisting of n unit cell arranged in consecutive columns, containing λ1, λ2, . . . cells, respectively. On the s...

متن کامل

On the Markov chain central limit theorem

The goal of this paper is to describe conditions which guarantee a central limit theorem for functionals of general state space Markov chains. This is done with a view towards Markov chain Monte Carlo settings and hence the focus is on the connections between drift and mixing conditions and their implications. In particular, we consider three commonly cited central limit theorems and discuss th...

متن کامل

Variations on the Projective Central Limit Theorem

This expository article states and proves four, concrete, projective, central limit theorems. The results are known or suspected to be true by experts who are familiar with the more general central limit theorem for convex bodies, and related theory. Here we consider only four types of high dimensional geometric objects: spheres, balls, cubes, and boundaries of cubes. Each is capable of transfo...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Functional Analysis

سال: 2010

ISSN: 0022-1236

DOI: 10.1016/j.jfa.2010.08.005