112 citations · 441 across the 71 of their papers we have counts for
4 papers · 2 filters
Poincaré Inequalities and Normal Approximation for Weighted Sums
S. G. Bobkov, G. P. Chistyakov, F. Götze
Under Poincaré-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on…
Approximation of free convolutions by free infinitely divisible laws
G. P. Chistyakov, F. Götze
Based on the~method of subordinating functions we prove bounds for the minimal error of approximations of -fold convolutions of probability measures by free infinitely divisible…
Characteristic polynomials of products of Wigner matrices: finite-N results and Lyapunov universality
Gernot Akemann, Friedrich Götze, Thorsten Neuschel
We compute the average characteristic polynomial of the hermitised product of real or complex Wigner matrices of size and the average of the characteristic polynomi…
On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem
Friedrich Götze, Andrei Yu. Zaitsev
The aim of the present work is to show that recent results of the authors on the approximation of distributions of sums of independent summands by the infinitely divisible laws on…