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Stein's method and the multivariate CLT for traces of powers on the classical compact groups
random matrices compact Lie groups Haar measure traces of powers Stein’s method
2011/2/22
Let Mn be a random element of the unitary, special orthogonal, or unitary symplectic groups, distributed according to Haar measure. By a classical result of Diaconis and Shahshahani, for large matrix ...
The Non Uniform Bounds of Remainder Term in CLT for the Sum of Functions of Uniform Spacings
Remainder Term Uniform Spacings
2010/3/4
The non uniform bound of the remainder in the central limit theorem for the sums of functions of uniform spacings is established. The bound depend on the moments of functions of the standard exponenti...