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This article is cited in 7 scientific papers (total in 7 papers)
Short Communications
Rate of convergence to the semicircle law for the Gaussian orthogonal ensemble
D. A. Timusheva, A. N. Tikhomirovb, A. A. Kholopova a Syktyvkar State University
b St. Petersburg State University, Department of Mathematics and Mechanics
Abstract:
It is shown that the Kolmogorov distance between the expected spectral distribution function of an $n\times n$ matrix from the Gaussian orthogonal ensemble and the distribution function of the semicircle law is of order $O(n^{-1})$.
Keywords:
random matrix, semicircle law, Hermite function, Gaussian ensemble.
Received: 26.04.2006
Citation:
D. A. Timushev, A. N. Tikhomirov, A. A. Kholopov, “Rate of convergence to the semicircle law for the Gaussian orthogonal ensemble”, Teor. Veroyatnost. i Primenen., 52:1 (2007), 180–185; Theory Probab. Appl., 52:1 (2008), 171–177
Linking options:
https://www.mathnet.ru/eng/tvp13https://doi.org/10.4213/tvp13 https://www.mathnet.ru/eng/tvp/v52/i1/p180
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Abstract page: | 542 | Full-text PDF : | 190 | References: | 76 | First page: | 12 |
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