Stein's method and characters of compact Lie groups
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Abstract: Stein's method is used to study the trace of a random element from a compact Lie group or symmetric space. Central limit theorems are proved using very little information: character values on a single element and the decomposition of the square of the trace into irreducible components. This is illustrated for Lie groups of classical type and Dyson's circular ensembles. The approach in this paper will be useful for the study of higher dimensional characters, where normal approximations need not hold.
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Cited in
(8)- Stein's method and random character ratios
- Fluctuations of the spectrum in rotationally invariant random matrix ensembles
- Stein's method and the multivariate CLT for traces of powers on the compact classical groups
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- Tensor product Markov chains
- Stein quotients of connected complex Lie groups
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