QUANTITATIVE NORMAL APPROXIMATION OF LINEAR STATISTICS OF β-ENSEMBLES

• 成果类型: Article
• 署名作者: Lambert, Gaultier; Ledoux, Michel; Webb, Christian
• 署名单位: University of Zurich; Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Institut Universitaire de France; Aalto University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/18-AOP1314
• 发表日期: 2019
• 页码: 2619-2685
• 关键词: fluctuations; eigenvalues

摘要

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of beta-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the potential and provides a rate of convergence in the quadratic Kantorovich or Wasserstein-2 distance. The rate depends both on the regularity of the potential and the test functions, and we prove that it is optimal in the case of the Gaussian Unitary Ensemble (GUE) for certain polynomial test functions. The method relies on a general normal approximation result of independent interest which is valid for a large class of Gibbs-type distributions. In the context of beta-ensembles, this leads to a multi-dimensional CLT for a sequence of linear statistics which are approximate eigenfunctions of the infinitesimal generator of Dyson Brownian motion once the various error terms are controlled using the rigidity results of Bourgade, Erdos and Yau.