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}}