Abstract
We consider the scaling limit of linear statistics for eigenphases of a matrix taken from one of the classical compact groups. We compute their moments and find that the first few moments are Gaussian, whereas the limiting distribution is not. The precise number of Gaussian moments depends upon the particular statistic considered.
Original language | English |
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Pages (from-to) | 2919-2932 |
Number of pages | 14 |
Journal | Journal of Physics A: Mathematical and General |
Volume | 36 |
Issue number | 12 SPEC. ISS. |
DOIs | |
State | Published - 28 Mar 2003 |