Remarks on the convergence rate of the spectral distributions of Wigner matrices

DOI10.1023/A:1021617825555MaRDI QIDQ1295848zbMATHOpenAlexFDO

Authors Baiqi Miao, Jhishen Tsay, Zhidong Bai

Publication date 23 September 1999

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021617825555

zbMATH Keywords

convergence raterandom matricesspectral distributionWigner matrixsemicircular law

Mathematics Subject Classification ID

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

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Cited in

(16)

• Universality in the bulk of the spectrum for complex sample covariance matrices
• The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
• Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
• Limiting Spectral Distribution for Wigner Matrices with Dependent Entries
• Convergence rates of the spectral distributions of large Wigner matrices
• Convergence of the largest singular value of a polynomial in independent Wigner matrices
• A note on rate of convergence in probability to semicircular law
• On the convergence of the spectral empirical process of Wigner matrices
• A new method for bounding rates of convergence of empirical spectral distributions
• Thermalisation for Wigner matrices
• ON THE CONVERGENCE OF SPECTRAL METHODS FOR THE WIGNER-POISSON PROBLEM
• New estimators of spectral distributions of Wigner matrices
• Norm convergence rate for multivariate quadratic polynomials of Wigner matrices
• Rate of convergence to the semi-circle law for the deformed Gaussian unitary Ensemble
• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
• Random matrix theory in statistics: a review

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