Stein's method and the multivariate CLT for traces of powers on the compact classical groups (Q428586)
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scientific article; zbMATH DE number 6049142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stein's method and the multivariate CLT for traces of powers on the compact classical groups |
scientific article; zbMATH DE number 6049142 |
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Stein's method and the multivariate CLT for traces of powers on the compact classical groups (English)
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22 June 2012
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random matrices
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compact Lie groups
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Haar measure
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traces of powers
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Stein's method
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normal approximation
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exchangeable pairs
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heat kernel
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power sum symmetric polynomials
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