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

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

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Sergey BEREZIN (Peter the Great St.Petersburg Polytechnic University)

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.

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