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Mathematics 2012
A quantitative central limit theorem for linear statistics of random matrix eigenvaluesDOI: 10.1007/s10959-012-0451-2 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.
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