Limit Theorems for Spectra of Random Matrices with Martingale Structure

DOI10.1137/S0040585X97982268zbMath1118.15022OpenAlexW2000919987MaRDI QIDQ3434975

Friedrich Götze, Alexander Tikhomirov

Publication date: 3 May 2007

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97982268

zbMATH Keywords

random matricesStein's methodsemicircle lawWigner ensemble of real symmetric random matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52)

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