Session B5 - Random Matrices
July 13, 16:00 ~ 16:25 - Room B3
Stein's method for random matrices
Case Western Reserve University, USA - firstname.lastname@example.org
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).