On the Rate of Convergence in the Central Limit Theorem for Linear Statistics of Gaussian, Laguerre, and Jacobi Ensembles

zbMath1469.60025arXiv1904.09685MaRDI QIDQ5002047

Sergey Berezin, Alexander I. Bufetov

Publication date: 26 July 2021

Full work available at URL: https://arxiv.org/abs/1904.09685

zbMATH Keywords

convergence ratecentral limit theoremlinear statisticsRiemann-Hilbert approachmatrix unitary ensemblesnon-linear steepest descent

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Boundary value problems in the complex plane (30E25) Riemann-Hilbert problems in context of PDEs (35Q15)

Related Items (5)

Quantitative CLT for linear eigenvalue statistics of Wigner matrices ⋮ Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function ⋮ Symmetric function theory and unitary invariant ensembles ⋮ Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities ⋮ Multivariate normal approximation for traces of random unitary matrices

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