Linear statistics of the circular $\beta$-ensemble, Stein's method, and circular Dyson Brownian motion

Abstract

We study the linear statistics of the circular $\beta$-ensemble with a Stein's method argument, where the exchangeable pair is generated through circular Dyson Brownian motion. This generalizes previous results obtained in such a way for the CUE and provides a novel approach for studying linear statistics of $\beta$-ensembles. This approach allows studying simultaneously a collection of linear statistics whose number grows with the dimension of the ensemble. Also this approach requires estimating only low order moments of the linear statistics.

Cited by in corpus (2)

• Spectral statistics of the uni-modular ensemble
• The probability distribution of spectral moments for the Gaussian beta-ensembles