A quantitative central limit theorem for linear statistics of random matrix eigenvalues

DOI10.1007/s10959-012-0451-2zbMath1307.60012arXiv1205.5403OpenAlexW3099851644MaRDI QIDQ471525

Christian Döbler, Michael Stolz

Publication date: 17 November 2014

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

Full work available at URL: https://arxiv.org/abs/1205.5403

zbMATH Keywords

eigenvaluesrandom matricesunitary groupcentral limit theoremHaar measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (3)

CLT for circular beta-ensembles at high temperature ⋮ Quantitative normal approximation of linear statistics of \(\beta \)-ensembles ⋮ Fluctuations of the spectrum in rotationally invariant random matrix ensembles

Cites Work

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• Stein's method and the multivariate CLT for traces of powers on the compact classical groups
• Stein's method, heat kernel, and traces of powers of elements of compact Lie groups
• Fluctuations of eigenvalues and second order Poincaré inequalities
• On random matrices from the compact classical groups
• Eigenvalue distributions of random unitary matrices
• The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
• Concentration and convergence rates for spectral measures of random matrices
• On the Diaconis-Shahshahani method in random matrix theory
• Linear functionals of eigenvalues of random matrices
• Classical Fourier Analysis
• Normal Approximation by Stein’s Method

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