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Central limit theorems for the brownian motion on large unitary groups

Florent Benaych-Georges (2011)

Bulletin de la Société Mathématique de France

In this paper, we are concerned with the large n limit of the distributions of linear combinations of the entries of a Brownian motion on the group of n × 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 distributions are considered, giving rise to various limit processes, related to the geometric construction of the unitary Brownian motion. As an application, we propose a very short proof of the asymptotic...

Continuous Measures on Homogenous Spaces

Michael Björklund, Alexander Fish (2009)

Annales de l’institut Fourier

In this paper we generalize Wiener’s characterization of continuous measures to compact homogenous manifolds. In particular, we give necessary and sufficient conditions on probability measures on compact semisimple Lie groups and nilmanifolds to be continuous. The methods use only simple properties of heat kernels.

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