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Teoriya Veroyatnostei i ee Primeneniya, 2006, Volume 51, Issue 1, Pages 171–192
DOI: https://doi.org/10.4213/tvp153 (Mi tvp153) 		 
This article is cited in 20 scientific papers (total in 20 papers)

Limit theorems for spectra of random matrices with martingale structure

F. Götzea, A. N. Tikhomirovb

a Bielefeld University
b Syktyvkar State University
Full-text PDF (2027 kB) Citations (20)
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DOI: https://doi.org/10.4213/tvp153
Abstract: We study classical ensembles of real symmetric random matrices introduced by Eugene Wigner. We discuss Stein's method for the asymptotic approximation of expectations of functions of the normalized eigenvalue counting measure of high dimensional matrices. The method is based on a differential equation for the density of the semicircle law.
Keywords: random matrices, Stein's method, semicircle law.
Received: 20.12.2003
English version:
Theory of Probability and its Applications, 2007, Volume 51, Issue 1, Pages 42–64
DOI: https://doi.org/10.1137/S0040585X97982268
Bibliographic databases:
Language: English
Citation: F. Götze, A. N. Tikhomirov, “Limit theorems for spectra of random matrices with martingale structure”, Teor. Veroyatnost. i Primenen., 51:1 (2006), 171–192; Theory Probab. Appl., 51:1 (2007), 42–64
Citation in format AMSBIB
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    • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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