Limit Theorems for Spectra of Random Matrices with Martingale Structure

DOI10.1137/S0040585X97982268MaRDI QIDQ3434975zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, A. N. 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 matricessemicircle lawStein's methodWigner ensemble of real symmetric random matrices

Mathematics Subject Classification ID

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

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Cited in

(18)

• Isotropic self-consistent equations for mean-field random matrices
• Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature
• Random matrices: universality of ESDs and the circular law
• On the limiting spectral density of random matrices filled with stochastic processes
• A result on the limiting spectral distribution of random matrices with unequal variance entries
• Non-integrable stable approximation by Stein's method
• The rate of convergence for spectra of GUE and LUE matrix ensembles
• Asymptotic expansions for the Gaussian unitary ensemble
• Semicircle law for a matrix ensemble with dependent entries
• Limit theorems for two classes of random matrices with dependent entries
• On the universality of spectral limit for random matrices with martingale differences entries
• The distribution of sandpile groups of random graphs
• Kerov's interlacing sequences and random matrices
• scientific article; zbMATH DE number 2213812 (Why is no real title available?)
• Approximation of stable law in Wasserstein-1 distance by Stein's method
• Stein's method and characteristic functions
• The semicircle law for matrices with ergodic entries
• Stein's method and characters of compact Lie groups

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