Quantitative Normal Approximation of Linear Statistics of $\beta$-ensembles

Understand

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime.

• Compared with the previous proofs, our result requires less regularity on the potential and provides a rate of convergence in the quadratic Kantorovich or Wasserstein-2 distance.
• The rate depends both on the regularity of the potential and the test functions, and we prove that it is optimal in the case of the Gaussian Unitary Ensemble (GUE) for certain polynomial test functions.
• The method relies on a general normal approximation result of independent interest which is valid for a large class of Gibbs-type distributions.