Central limit theorem for unitary ensembles: speed of convergence – Sergey Berezin

Sergey Berezin
Peter the Great St.Petersburg Polytechnic University

Date(s) : 08/11/2019   iCal
11 h 00 min - 12 h 00 min

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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