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Stein's method, heat kernel, and traces of powers of elements of compact Lie groups


 
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1. Title Title of document Stein's method, heat kernel, and traces of powers of elements of compact Lie groups
 
2. Creator Author's name, affiliation, country Jason Fulman; University of Southern California; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) random matrix, Stein's method, heat kernel
 
3. Subject Subject classification 60B20; 15B52; 60F05
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF, NSA
 
7. Date (YYYY-MM-DD) 2012-08-18
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2251
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-2251
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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