Work out the precise convergence conclusions in the CLT,
going beyond the convergence in moments, which was established in the above.
Find an alternative proof for the moment formula
using a method of your choice.
Find a probability measure [math]\mu[/math] whose moments are given by
then more generally find a measure [math]\mu_t[/math] whose moments are given by
where [math]P(k)[/math] stands as usual for all partitions of [math]\{1,\ldots,k\}[/math].
Find a probability measure [math]\nu[/math] whose moments are given by
then find as well a probability measure [math]\eta[/math] whose moments are given by
where [math]NC[/math] stands for “noncrossing”. Then try as well the parametric case.
Prove, with full details, that the rescaled coordinates
become independent with [math]N\to\infty[/math], for both the real and complex spheres.
Compute the density of the hyperspherical law at [math]N=4[/math], that is, the law of one of the coordinates over the unit sphere [math]S^3_\mathbb R\subset\mathbb R^4[/math].