Extended proof of the Statement: Convergence rate of the expected spectral functions of symmetric random matrices Ξ n is equal to O (n—1/2) and the method of critical steepest descent

DOI10.1515/rose.2002.10.3.253zbMath1010.62041OpenAlexW2079824381MaRDI QIDQ4780942

Vyacheslav L. Girko

Publication date: 21 November 2002

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2002.10.3.253

zbMATH Keywords

convergence ratesresolventsspectral distributionsspectral functionsPlancherel-Rotach asymptoticsHermitian polynomialsChristoffel-Darboux equalityHermitian Gaussian matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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