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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
The rate of convergence in probability for spectra of the GUE
D. A. Timushev Syktyvkar State University
Abstract:
It is shown that the Kolmogorov distance between the spectral distribution function of an $n\times n$ matrix from the Gaussian unitary ensemble (GUE) and the distribution function of the semicircle law is of stochastic order $O_p((\log n)/n^{2/3})$.
Keywords:
random matrix, semicircle law, Wigner ensemble, Gaussian unitary ensemble.
Received: 13.06.2006
Citation:
D. A. Timushev, “The rate of convergence in probability for spectra of the GUE”, Teor. Veroyatnost. i Primenen., 51:3 (2006), 618–622; Theory Probab. Appl., 51:3 (2007), 546–549
Linking options:
https://www.mathnet.ru/eng/tvp45https://doi.org/10.4213/tvp45 https://www.mathnet.ru/eng/tvp/v51/i3/p618
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