## Abstract

Results from the theory of the generalized hypergeometric functions of matrix argument, and the related zonal polynomials, are used to develop a new approach to study the asymptotic distributions of linear functions of uniformly distributed random matrices from the classical compact matrix groups. In particular, we provide a new approach for proving the following result of D'Aristotile, Diaconis, and Newman: Let the random matrix H _{n} be uniformly distributed according to Haar measure on the group of n × n orthogonal matrices, and let A _{n} be a non-random n × n real matrix such that tr (A′ _{n}A _{n}) = 1. Then, as n → ∞, √n tr A _{n}H _{n} converges in distribution to the standard normal distribution.

Original language | English (US) |
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Pages (from-to) | 600-610 |

Number of pages | 11 |

Journal | Symmetry |

Volume | 3 |

Issue number | 3 |

DOIs | |

State | Published - Sep 2011 |

## All Science Journal Classification (ASJC) codes

- Computer Science (miscellaneous)
- Chemistry (miscellaneous)
- General Mathematics
- Physics and Astronomy (miscellaneous)