Linear statistics of the circular -ensemble, Stein's method, and circular Dyson Brownian motion

DOI10.1214/16-EJP4535MaRDI QIDQ287727zbMATH OpenFDO

Authors Christian Webb

Publication date 23 May 2016

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

Full work available at URL https://arxiv.org/abs/1507.08670, https://projecteuclid.org/euclid.ejp/1459960919

zbMATH Keywords

Stein's methodlinear statisticscircular \(\beta\) ensemblecircular Dyson Brownian motion

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

Abstract: We study the linear statistics of the circular $$-ensemble with a Stein's method argument, where the exchangeable pair is generated through circular Dyson Brownian motion. This generalizes previous results obtained in such a way for the CUE and provides a novel approach for studying linear statistics of $$-ensembles. This approach allows studying simultaneously a collection of linear statistics whose number grows with the dimension of the ensemble. Also this approach requires estimating only low order moments of the linear statistics.

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Cited in

(13)

• A note on pair-dependent linear statistics with a slowly increasing variance
• A random walk approach to linear statistics in random tournament ensembles
• Dip-ramp-plateau for Dyson Brownian motion from the identity on \(U(N)\)
• Dimension results for the spectral measure of the circular \(\beta\) ensembles
• CLT for circular beta-ensembles at high temperature
• Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
• On the maximum of the C\(\beta\)E field
• Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
• The Berry-Esseen theorem for circular \(\beta\)-ensemble
• Characterization of Brownian Gibbsian line ensembles
• Pair dependent linear statistics for CβE
• Multivariate normal approximation for traces of random unitary matrices
• Linear statistics of point processes via orthogonal polynomials

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