Stein's method and the multivariate CLT for traces of powers on the compact classical groups
DOI10.1214/EJP.v16-960zbMath1243.15023MaRDI QIDQ428586
Michael Stolz, Christian Döbler
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
random matricesStein's methodheat kernelHaar measurenormal approximationcompact Lie groupsexchangeable pairspower sum symmetric polynomialstraces of powers
Central limit and other weak theorems (60F05) Diffusion processes and stochastic analysis on manifolds (58J65) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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