Exponential approximation and Stein's method of exchangeable pairs

Abstract

We derive a new result for exponential approximation using Stein's method of exchangeable pairs. As an application, an exponential limit theorem with error term is derived for |Tr(U)|^2, where Tr(U) denotes the trace of a matrix chosen from the Haar measure of the unitary group U(n,C).

14 pages

References in corpus (2)

• Exponential Approximation by Stein's Method and Spectral Graph Theory
• Stein's Method and Characters of Compact Lie Groups

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• Constructing exchangeable pairs by diffusion on manifolds and its application
• Dirichlet approximation of equilibrium distributions in Cannings models with mutation