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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}}