Klara Courteaut

collaborators

2 papers

math.PR2022

From Berry-Esseen to super-exponential

Klara Courteaut, Kurt Johansson, Gaultier Lambert

For any integer $m < n$ , where $m$ can depend on $n$ , we study the rate of convergence of $\frac{1}{m} Tr U^{m}$ to its limiting Gaussian as $n \to \infty$ for or…

math.PR2021

Multivariate normal approximation for traces of orthogonal and symplectic matrices

Klara Courteaut, Kurt Johansson

We show that the distance in total variation between $(Tr U, \frac{1}{2} Tr U^{2}, \dots, \frac{1}{m} Tr U^{m})$ and a real Gaussian vector,…