The rate of convergence for spectra of GUE and LUE matrix ensembles

DOI10.2478/BF02475626zbMath1108.60014MaRDI QIDQ2496132

Friedrich Götze, Alexander Tikhomirov

Publication date: 12 July 2006

Published in: Central European Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Stein's method; random matrix theory; Gaussian unitary ensemble; Laguerre unitary ensemble; semicircle law; Marchenko-Pastur law

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)

15B52: Random matrices (algebraic aspects)

82B31: Stochastic methods applied to problems in equilibrium statistical mechanics

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Concentration of empirical distribution functions with applications to non-i.i.d. models, Precise asymptotics for random matrices and random growth models, Rate of convergence to the semi-circular law, Central limit theorem for partial linear eigenvalue statistics of Wigner matrices, On concentration of empirical measures and convergence to the semi-circle law, Rate of convergence to the semi-circle law for the deformed Gaussian unitary Ensemble, ASYMPTOTIC EXPANSIONS FOR THE GAUSSIAN UNITARY ENSEMBLE, TOWARDS A PROOF OF AGT CONJECTURE BY METHODS OF MATRIX MODELS, EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES

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