Stein's method, heat kernel, and traces of powers of elements of compact Lie groups
@article{EJP2251, author = {Jason Fulman}, title = {Stein's method, heat kernel, and traces of powers of elements of compact Lie groups}, journal = {Electron. J. Probab.}, fjournal = {Electronic Journal of Probability}, volume = {17}, year = {2012}, keywords = {random matrix, Stein's method, heat kernel}, abstract = {Combining Stein's method with heat kernel techniques, we show that the trace of the jth power of an element of U(n,C), USp(n,C), or SO(n,R) has a normal limit with error term C j/n, with C an absolute constant. In contrast to previous works, here j may be growing with n. The technique might prove useful in the study of the value distribution of approximate eigenfunctions of Laplacians.
}, pages = {no. 66, 1-16}, issn = {1083-6489}, doi = {10.1214/EJP.v17-2251}, url = {http://ejp.ejpecp.org/article/view/2251}}