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

DOI10.1023/A:1021617825555zbMATH Open0928.60007OpenAlexW1526402967MaRDI QIDQ1295848FDOQ1295848

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

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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)

Cited In (14)

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

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