Rate of convergence to the semi-circular law
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Publication:1416781
DOI10.1007/978-3-0348-0490-5_10zbMath1031.60019arXiv1109.0611OpenAlexW2014398271MaRDI QIDQ1416781
Friedrich Götze, Alexander Tikhomirov
Publication date: 16 December 2003
Published in: Probability Theory and Related Fields, Progress in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.0611
large deviationsrandom matrixindependent random variablesspectral distributionspectral distribution functionsemi-circular lawHermitian random matrices
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
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Cites Work
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- Rigidity of eigenvalues of generalized Wigner matrices
- On measure concentration for separately Lipschitz functions in product spaces
- Rate of convergence to the semi-circular law
- Gaussian fluctuations of eigenvalues in the GUE
- Bulk universality for generalized Wigner matrices
- On concentration of empirical measures and convergence to the semi-circle law
- The rate of convergence for spectra of GUE and LUE matrix ensembles
- The Rate of Convergence of Spectra of Sample Covariance Matrices
- 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
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