On the Rate of Convergence in the Central Limit Theorem for Linear Statistics of Gaussian, Laguerre, and Jacobi Ensembles (Q5002047)
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scientific article; zbMATH DE number 7375006
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English | On the Rate of Convergence in the Central Limit Theorem for Linear Statistics of Gaussian, Laguerre, and Jacobi Ensembles |
scientific article; zbMATH DE number 7375006 |
Statements
26 July 2021
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central limit theorem
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convergence rate
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matrix unitary ensembles
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linear statistics
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Riemann-Hilbert approach
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non-linear steepest descent
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math.PR
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math-ph
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math.MP
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