Sergey BEREZIN – Speed of convergence in the central limit theorem for unitary ensembles

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Date(s) - 14/10/2019
14 h 00 min - 15 h 00 min

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Sergey BEREZIN (I2M, Aix-Marseille Université)

The talk revolves around the recent results on the speed of convergence
in the central limit theorem for classical unitary ensembles and is
based on a joint work with Alexander Bufetov. The key point of the
proof is to find a special asymptotic estimate for the characteristic
function. The Riemann-Hilbert approach helps to reduce this problem to
a purely analytical one, which can be solved by a nonlinear analog of
the steepest descent method.

Lien: ERC IChaos

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