Stein's method and the multivariate CLT for traces of powers on the compact classical groups

DOI10.1214/EJP.V16-960MaRDI QIDQ428586zbMATH OpenFDO

Authors Christian Döbler, Michael Stolz

Publication date 22 June 2012

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

zbMATH Keywords

normal approximationStein's methodrandom matricesheat kernelcompact Lie groupsHaar measureexchangeable pairspower sum symmetric polynomialstraces of powers

Mathematics Subject Classification ID

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)

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(17)

• Fourth moment theorems on the Poisson space in any dimension
• A random walk approach to linear statistics in random tournament ensembles
• Stein's method and characters of compact Lie groups
• Fluctuations of the spectrum in rotationally invariant random matrix ensembles
• CLT for circular beta-ensembles at high temperature
• 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
• Stein's method, heat kernel, and traces of powers of elements of compact Lie groups
• 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
• Stein's method and central limit theorems for Haar distributed orthogonal matrices: some recent developments
• Multivariate normal approximation for traces of random unitary matrices

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