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

DOI10.1214/16-EJP4535zbMath1375.15056arXiv1507.08670MaRDI QIDQ287727

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Related Items (9)

Pair dependent linear statistics for CβE ⋮ The Berry-Esseen theorem for circular \(\beta\)-ensemble ⋮ CLT for circular beta-ensembles at high temperature ⋮ A note on pair-dependent linear statistics with a slowly increasing variance ⋮ On the maximum of the C\(\beta\)E field ⋮ A random walk approach to linear statistics in random tournament ensembles ⋮ Quantitative normal approximation of linear statistics of \(\beta \)-ensembles ⋮ Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications ⋮ Multivariate normal approximation for traces of random unitary matrices

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