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arXiv · 1207.5073

Exponential approximation and Stein's method of exchangeable pairs

Jason Fulman·Nathan Ross
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Abstract

We derive a new result for exponential approximation using Stein's method of exchangeable pairs. As an application, an exponential limit theorem with error term is derived for |Tr(U)|^2, where Tr(U) denotes the trace of a matrix chosen from the Haar measure of the unitary group U(n,C).

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Jason Fulman, Nathan Ross. 2012-07-20. Exponential approximation and Stein's method of exchangeable pairs. https://arxiv.org/abs/1207.5073

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