Rates of Bulk Convergence for Ensembles of Classical Compact Groups

Abstract

This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance, we obtain the rate of convergence for different ensembles to the sine point process when the dimension of matrices $N$ is sufficiently large. Specifically, the rate is roughly of order $N^{-2}$ on the unitary group and of order $N^{-1}$ on the orthogonal group and the compact symplectic group.