Stein's method and central limit theorems for Haar distributed orthogonal matrices: some recent developments

DOI10.1007/978-3-642-38806-4_4zbMATH Open1286.60008OpenAlexW1527965263MaRDI QIDQ2863572FDOQ2863572

Authors: Michael Stolz 

Publication date: 22 November 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-38806-4_4

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zbMATH Keywords

Stein's methodmultivariate central limit theoremHaar distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Cited In (8)

• Fluctuations of the spectrum in rotationally invariant random matrix ensembles
• Stein's method and characters of compact Lie groups
• Stein's method and the multivariate CLT for traces of powers on the compact classical groups
• Random matrices with prescribed eigenvalues and expectation values for random quantum states
• Orthogonal polynomials in Stein's method
• Multivariate normal approximation using exchangeable pairs
• Stein's method, heat kernel, and traces of powers of elements of compact Lie groups
• An application of the method of moments in random matrix theory

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