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

DOI10.1007/978-3-642-38806-4_4MaRDI QIDQ2863572zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(11)

• Stein's method and the multivariate CLT for traces of powers on the compact classical groups
• Stein's method and characters of compact Lie groups
• Orthogonal polynomials in Stein's method
• Fluctuations of the spectrum in rotationally invariant random matrix ensembles
• Multivariate normal approximation for traces of orthogonal and symplectic matrices
• Asymptotic normality of the trace for a class of distributions on orthogonal matrices
• Multivariate normal approximation using exchangeable pairs
• Random matrices with prescribed eigenvalues and expectation values for random quantum states
• A CLT in Stein's distance for generalized Wishart matrices and higher-order tensors
• 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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