A~note on pair-dependent linear statistics with a~slowly increasing variance
Teoretičeskaâ i matematičeskaâ fizika, Tome 205 (2020) no. 3, pp. 502-512
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We prove Gaussian fluctuations for pair-counting statistics of the form $\Sigma_{1\le i\ne j\le N}f(\theta_i-\theta_j)$ for the circular unitary ensemble of random matrices in the large-$N$ limit under the condition that the variance increases slowly as $N$ increases.
Mots-clés :
random matrix
Keywords: circular unitary ensemble, pair-counting statistics, central limit theorem.
Keywords: circular unitary ensemble, pair-counting statistics, central limit theorem.
@article{TMF_2020_205_3_a8,
author = {A. Aguirre and A. B. Soshnikov},
title = {A~note on pair-dependent linear statistics with a~slowly increasing variance},
journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
pages = {502--512},
publisher = {mathdoc},
volume = {205},
number = {3},
year = {2020},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TMF_2020_205_3_a8/}
}
TY - JOUR AU - A. Aguirre AU - A. B. Soshnikov TI - A~note on pair-dependent linear statistics with a~slowly increasing variance JO - Teoretičeskaâ i matematičeskaâ fizika PY - 2020 SP - 502 EP - 512 VL - 205 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TMF_2020_205_3_a8/ LA - ru ID - TMF_2020_205_3_a8 ER -
A. Aguirre; A. B. Soshnikov. A~note on pair-dependent linear statistics with a~slowly increasing variance. Teoretičeskaâ i matematičeskaâ fizika, Tome 205 (2020) no. 3, pp. 502-512. http://geodesic.mathdoc.fr/item/TMF_2020_205_3_a8/