Limit Theorems for Spectra of Random Matrices with Martingale Structure

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Stein's method for comparison of univariate distributions (2014, methodology): “Outside of the Gaussian and Poisson frameworks, for univariate distributions the method has now also been shown to be effective for: exponential approximation [19, 79], Gamma approximation [68, 81, 70], binomial approximation [31], Beta approximation [43, 28], the asymptotics of rank distributions [”
Approximation of stable law in Wasserstein-1 distance by Stein’s method (2017, methodology): “Nowadays, Stein’s method has been extended and refined by many authors and become a very important tool for getting bounds of measure approximations, see [6, 10, 14, 22, 24, 29, 39, 46, 26, 27, 28, 33, 42, 43, 44, 47].”
On the Marchenko-Pastur and Circular Laws for some Classes of Random Matrices with Dependent Entries (2011, background): “Let us also mention that matrices with non-necessarily independent entries, satisfying assumption (A2) have recently been considered by Götze and Tikhomirov (see [18, 20]).”