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arXiv 0905.3282math.PR
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酉群上热核测度的中心极限定理

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

Thierry Lévy, Mylène Maïda

摘要:

我们证明了对于模为1的复数群上的可用Lipschitz连续导数导出的实值函数$f_{1},...,f_{n}$的有限集合,当$f_{1},...,f_{n}$趋于无穷大时,在适当标度的热核测度下$f_{1},...,f_{n}$在酉群上的分布具有高斯涨落,其协方差为$N^{-1}$阶.在时间趋于无穷大的极限下,我们证明了这个协方差收敛于P.Diaconis和S.埃文斯在以前的工作均匀分布的酉矩阵。最后,我们讨论了我们的结果的一些组合方面。

英文摘要:

We prove that for a finite collection of real-valued functions $f_{1},...,f_{n}$ on the group of complex numbers of modulus 1 which are derivable with Lipschitz continuous derivative, the distribution of $(\tr f_{1},...,\tr f_{n})$ under the properly scaled heat kernel measure at a given time on the unitary group $\U(N)$ has Gaussian fluctuations as $N$ tends to infinity, with a covariance for which we give a formula and which is of order $N^{-1}$. In the limit where the time tends to infinity, we prove that this covariance converges to that obtained by P. Diaconis and S. Evans in a previous work on uniformly distributed unitary matrices. Finally, we discuss some combinatorial aspects of our results.

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