The Berry-Esseen theorem for circular -ensemble

DOI10.1214/23-AAP1940MaRDI QIDQ6180363zbMATH OpenFDO

Authors Renjie Feng, Gang Tian, Dongyi Wei

Publication date 19 January 2024

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.09448

zbMATH Keywords

\(\operatorname{Sine}_{\beta}\) processBerry-Esseen theoremcircular \(\beta\)-ensemble (C\(\beta\)E)linear statisticsnormality

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We will prove the Berry-Esseen theorem for the number counting function of the circular $$-ensemble (C$$E), which will imply the central limit theorem for the number of points in arcs. We will prove the main result by estimating the characteristic functions of the Pr"ufer phases and the number counting function, which will imply the the uniform upper and lower bounds of their variance. We also show that the similar results hold for the Sine$$ process. As a direct application of the uniform variance bound, we can prove the normality of the linear statistics when the test function $f(heta)in{W}^{1,p}(S^1)$ for some $pin(1,+infty)$.

Recommendations

• Mesoscopic central limit theorem for the circular -ensembles and applications
• Uniform point variance bounds in classical beta ensembles
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• Mesoscopic central limit theorem for general -ensembles
• Quantitative normal approximation of linear statistics of \(\beta \)-ensembles

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• The scaling limit of the critical one-dimensional random Schrödinger operator
• Uniform point variance bounds in classical beta ensembles

Cited in

(1)

• Power spectra of Dyson's circular ensembles

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