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

DOI10.1214/16-EJP4535zbMATH Open1375.15056arXiv1507.08670MaRDI QIDQ287727FDOQ287727

Authors: Christian Webb 

Publication date: 23 May 2016

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

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.

Full work available at URL: https://arxiv.org/abs/1507.08670

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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)

Cited In (13)

• A note on pair-dependent linear statistics with a slowly increasing variance
• Dip-ramp-plateau for Dyson Brownian motion from the identity on \(U(N)\)
• A random walk approach to linear statistics in random tournament ensembles
• 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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