Asymptotic normality of the trace for a class of distributions on orthogonal matrices

DOI10.1016/j.spl.2018.01.003zbMath1398.60014OpenAlexW2788406679MaRDI QIDQ1640917

Amir Sepehri

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.01.003

zbMATH Keywords

asymptotic normalitytrace testGram-Schmidt procedurerandom rotations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

Cites Work

• On random matrices from the compact classical groups
• New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains
• On the central limit theorem for negatively correlated random variables with negatively correlated squares.
• The central limit problem for random vectors with symmetries
• Linear functionals of eigenvalues of random matrices
• The Subgroup Algorithm for Generating Uniform Random Variables
• Random matrix theory
• Linear functions on the classical matrix groups
• On the Eigenvalues of Random Matrices
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
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