Random linear functionals and random integrals
نویسندگان
چکیده
منابع مشابه
Linear Functionals of Eigenvalues of Random Matrices
LetMn be a random n n unitary matrix with distribution given by Haar measure on the unitary group. Using explicit moment calculations, a general criterion is given for linear combinations of traces of powers of Mn to converge to a Gaussian limit as n ! 1. By Fourier analysis, this result leads to central limit theorems for the measure on the circle that places a unit mass at each of the eigenva...
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ژورنال
عنوان ژورنال: Colloquium Mathematicum
سال: 1975
ISSN: 0010-1354,1730-6302
DOI: 10.4064/cm-33-2-255-263