文章基本信息

标题：Exponential approximation and Stein’s method of exchangeable pairs
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作者：Jason Fulman ; Nathan Ross
期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2013
卷号：X
页码：1-13
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：We derive a new result for exponential approximation using Stein’smethod of exchangeable pairs. As an application, an exponential limit theoremwith error term is derived for |T r(U)|2, where T r(U) denotes the trace of a matrixchosen from the Haar measure of the unitary group U(n,C).
关键词：random matrix; Stein’s method; heat kernel; exponential approxima-;tion.