Stein’s Method and Central Limit Theorems for Haar Distributed Orthogonal Matrices: Some Recent Developments

DOI10.1007/978-3-642-38806-4_4zbMath1286.60008OpenAlexW1527965263MaRDI QIDQ2863572

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

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

Related Items (2)

Random matrices with prescribed eigenvalues and expectation values for random quantum states ⋮ Fluctuations of the spectrum in rotationally invariant random matrix ensembles

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