全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...
Mathematics  2012 

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

DOI: 10.1007/s10959-012-0451-2

Full-Text   Cite this paper   Add to My Lib

Abstract:

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate of convergence of order almost $1/n$ can be obtained using a quantitative multivariate CLT for traces of powers that was recently proven using Stein's method of exchangeable pairs.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133