Rate of convergence in probability to the Marchenko-Pastur law

DOI10.3150/BJ/1089206408zbMath1049.60018OpenAlexW1991127564WikidataQ59620016 ScholiaQ59620016MaRDI QIDQ1880902

Friedrich Götze, Alexander Tikhomirov

Publication date: 24 September 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1089206408

zbMATH Keywords

random matrixindependent random variablesspectral distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cites Work

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• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
• Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
• The strong limits of random matrix spectra for sample matrices of independent elements
• Rate of convergence to the semi-circular law
• Limiting spectral distribution for a class of random matrices
• SPECTRA OF RANDOM SELF ADJOINT OPERATORS
• Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
• Asymptotics of the distribution of the spectrum of random matrices

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