Stein’s method and the multivariate CLT for traces of powers on the classical compact groups

Electronic Journal of Probability

Volumn 16, Issue , 2011, Pages 2375-2405

  Döbler, Christian ^a   Stolz, Michael ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Compact Lie groups; Exchangeable pairs; Haar measure; Heat kernel; Normal approximation; Power sum symmetric polynomials; Random matrices; Stein s method; Traces of powers

Indexed keywords

EID: 83255181625     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v16-960     Document Type: Article

References (19)

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