2015/07/30 by Christian Webb, Christian A. Webb, Webb, Christian · 1 citation
Computer Science · Mathematics · Physics and Astronomy · #Advanced Combinatorial Mathematics #Bayesian Methods and Mixture Models #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications #math-ph #math.MP #math.PR
paper · pdf · doi:10.48550/arxiv.1507.08670
openalex publication_date 2015/07/30 · arxiv created 2016/04/25 · arxiv updated 2016/04/26 · openalex created_date 2022/10/01 · openalex updated_date 2026/07/28
We study the linear statistics of the circular β-ensemble with a Stein's method argument, where the exchangeable pair is generated through circular Dyson Brownian motion. This generalizes previous results obtained in such a way for the CUE and provides a novel approach for studying linear statistics of β-ensembles. This approach allows studying simultaneously a collection of linear statistics whose number grows with the dimension of the ensemble. Also this approach requires estimating only low order moments of the linear statistics.