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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 2, Pages 381–387
DOI: https://doi.org/10.4213/tvp3670 (Mi tvp3670) 		 
This article is cited in 9 scientific papers (total in 9 papers)

Short Communications

Rate of convergence to the semi-circular law for the Gaussian unitary ensemble

F. Götzea, A. N. Tikhomirovb

a Bielefeld University, Department of Mathematics
b Syktyvkar State University
Full-text PDF (630 kB) Citations (9)
DOI: https://doi.org/10.4213/tvp3670
Abstract: It is shown that the Kolmogorov distance between the expected spectral distribution function of an $n\times n$ Wigner matrix with Gaussian elements and the distribution function of the semicircular law is of order $O(n^{-2/3})$.
Keywords: independent random variables, spectral distribution, random matrix.
Received: 08.02.2002
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 2, Pages 323–330
DOI: https://doi.org/10.1137/S0040585X97979755
Bibliographic databases:
Document Type: Article
Language: English
Citation: F. Götze, A. N. Tikhomirov, “Rate of convergence to the semi-circular law for the Gaussian unitary ensemble”, Teor. Veroyatnost. i Primenen., 47:2 (2002), 381–387; Theory Probab. Appl., 47:2 (2003), 323–330
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v47/i2/p381
    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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