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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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp3670https://doi.org/10.4213/tvp3670 https://www.mathnet.ru/eng/tvp/v47/i2/p381
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