Stein's method and the multivariate CLT for traces of powers on the compact classical groups

DOI10.1214/EJP.v16-960zbMath1243.15023MaRDI QIDQ428586

Michael Stolz, Christian Döbler

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

zbMATH Keywords

random matricesStein's methodheat kernelHaar measurenormal approximationcompact Lie groupsexchangeable pairspower sum symmetric polynomialstraces of powers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes and stochastic analysis on manifolds (58J65) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (13)

Stein's method, heat kernel, and linear functions on the orthogonal groups ⋮ Spectral statistics of the uni-modular ensemble ⋮ Central limit theorem for \(C\beta E\) pair dependent statistics in mesoscopic regime ⋮ Quantitative CLT for linear eigenvalue statistics of Wigner matrices ⋮ From Berry-Esseen to super-exponential ⋮ Random matrices with prescribed eigenvalues and expectation values for random quantum states ⋮ A quantitative central limit theorem for linear statistics of random matrix eigenvalues ⋮ CLT for circular beta-ensembles at high temperature ⋮ A random walk approach to linear statistics in random tournament ensembles ⋮ Fourth moment theorems on the Poisson space in any dimension ⋮ Quantitative normal approximation of linear statistics of \(\beta \)-ensembles ⋮ Multivariate normal approximation for traces of random unitary matrices ⋮ Fluctuations of the spectrum in rotationally invariant random matrix ensembles

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