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- W4300317811 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.
- W4300317811 created "2022-10-03" @default.
- W4300317811 creator A5009486575 @default.
- W4300317811 date "2009-01-01" @default.
- W4300317811 modified "2023-09-29" @default.
- W4300317811 title "Central Limit Theorems for the Brownian motion on large unitary groups" @default.
- W4300317811 hasPublicationYear "2009" @default.
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