Stein's method and the multivariate CLT for traces of powers on the compact classical groups
DOI10.1214/EJP.V16-960zbMATH Open1243.15023MaRDI QIDQ428586FDOQ428586
Michael Stolz, Christian Döbler
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Recommendations
- Stein's method and central limit theorems for Haar distributed orthogonal matrices: some recent developments
- Multivariate normal approximation for traces of random unitary matrices
- Stein's method and characters of compact Lie groups
- On random matrices from the compact classical groups
- A quantitative central limit theorem for linear statistics of random matrix eigenvalues
normal approximationStein's methodrandom matricesheat kernelcompact Lie groupsHaar measureexchangeable pairspower sum symmetric polynomialstraces of powers
Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
Cited In (15)
- Fourth moment theorems on the Poisson space in any dimension
- A random walk approach to linear statistics in random tournament ensembles
- Fluctuations of the spectrum in rotationally invariant random matrix ensembles
- CLT for circular beta-ensembles at high temperature
- Stein's method and characters of compact Lie groups
- Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
- Random matrices with prescribed eigenvalues and expectation values for random quantum states
- Central limit theorem for \(C\beta E\) pair dependent statistics in mesoscopic regime
- Quantitative CLT for linear eigenvalue statistics of Wigner matrices
- From Berry-Esseen to super-exponential
- Stein's method, heat kernel, and linear functions on the orthogonal groups
- A quantitative central limit theorem for linear statistics of random matrix eigenvalues
- Spectral statistics of the uni-modular ensemble
- An application of the method of moments in random matrix theory
- Multivariate normal approximation for traces of random unitary matrices
This page was built for publication: Stein's method and the multivariate CLT for traces of powers on the compact classical groups
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q428586)
