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- W2951736010 abstract "In this paper, we are concerned with the large N limit of linear combinations of the entries of a Brownian motion on the group of N by N unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one. Various scales of time and various initial distribution are concerned, giving rise to various limit processes, related to the geometric construction of the unitary Brownian motion. As an application, we propose a quite short proof of the asymptotic Gaussian feature of the linear combinations of the entries of Haar distributed random unitary matrices, a result already proved by Diaconis et al." @default.
- W2951736010 created "2019-06-27" @default.
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- W2951736010 date "2011-01-01" @default.
- W2951736010 modified "2023-10-17" @default.
- W2951736010 title "Central Limit Theorems for the Brownian motion on large unitary groups" @default.
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