Central limit theorem for unitary ensembles: speed of convergence – Sergey Berezin
Sergey Berezin
Peter the Great St.Petersburg Polytechnic University
https://scholar.google.com/citations?user=U6n5dDcAAAAJ&hl=en
Date(s) : 08/11/2019 iCal
11h00 - 12h00
We are going to discuss certain analogs of the celebrated Szegő theorem which are related to the classical unitary matrix ensembles. This leads to the asymptotic formula for the characteristic function of the corresponding linear statistics. From this formula both the central limit theorem and an estimate of the speed of convergence in it can be extracted. The analysis is based on the Riemann-Hilbert approach.
This is a joint work with Alexander Bufetov. https://hal.archives-ouvertes.fr/hal-02110534
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http://www.researchgate.net/scientific-contributions/2060483613_Sergey_Berezin
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