Stein's method, heat kernel, and traces of powers of elements of compact Lie groups

Mathematics – Probability

Scientific paper

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17 pages

Scientific paper

Combining Stein's method with heat kernel techniques, we show that the trace
of the jth power of an element of U(n,C), USp(n,C) or SO(n,R) has a normal
limit with error term of order j/n. In contrast to previous works, here j may
be growing with n. The technique should prove useful in the study of the value
distribution of approximate eigenfunctions of Laplacians.

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