Conference abstracts

Session B5 - Random Matrices

July 13, 16:00 ~ 16:25 - Room B3

Stein's method for random matrices

Elizabeth Meckes

Case Western Reserve University, USA   -

Most of the random variables of interest which arise in random matrix theory come from random matrix ensembles in which dependence plays an important role. Stein's method is a powerfully robust tool for studying limiting behavior in such situations. I will describe a few applications of Stein's method in random matrix theory, for distributional results (including joint work with S. Chatterjee), and for obtaining concentration inequalities (work of Chatterjee, Tropp--Mackey, and others).

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FoCM 2017, based on a nodethirtythree design.