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

DOI10.2478/BF02475626zbMath1108.60014OpenAlexW2075252008MaRDI QIDQ2496132

Friedrich Götze, Alexander Tikhomirov

Publication date: 12 July 2006

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

Full work available at URL: https://doi.org/10.2478/bf02475626

zbMATH Keywords

Stein's methodrandom matrix theoryGaussian unitary ensembleLaguerre unitary ensemblesemicircle lawMarchenko-Pastur law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random matrices (algebraic aspects) (15B52) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Related Items (25)

ASYMPTOTIC EXPANSIONS FOR THE GAUSSIAN UNITARY ENSEMBLE ⋮ A convergent \({\frac{1}{N}}\) expansion for GUE ⋮ Optimal bounds for convergence of expected spectral distributions to the semi-circular law ⋮ TOWARDS A PROOF OF AGT CONJECTURE BY METHODS OF MATRIX MODELS ⋮ Moments of the Gaussian β ensembles and the large-N expansion of the densities ⋮ EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES ⋮ Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE ⋮ Precise asymptotics on spectral statistics of random matrices ⋮ Hölder continuity of cumulative distribution functions for noncommutative polynomials under finite free Fisher information ⋮ Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices ⋮ Concentration of empirical distribution functions with applications to non-i.i.d. models ⋮ Central limit theorem for partial linear eigenvalue statistics of Wigner matrices ⋮ Rate of convergence to the semi-circular law ⋮ 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 ⋮ Precise asymptotics for random matrices and random growth models ⋮ Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble ⋮ Differential identities for the structure function of some random matrix ensembles ⋮ Moments of the ground state density for the d-dimensional Fermi gas in an harmonic trap ⋮ Moments of random matrices and hypergeometric orthogonal polynomials ⋮ Convergence and asymptotic approximations to universal distributions in probability ⋮ Moments of generalized Cauchy random matrices and continuous-Hahn polynomials ⋮ Relations between moments for the Jacobi and Cauchy random matrix ensembles ⋮ Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations ⋮ Linear differential equations for the resolvents of the classical matrix ensembles

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