The rate of convergence for spectra of GUE and LUE matrix ensembles
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Publication:2496132
DOI10.2478/BF02475626zbMath1108.60014MaRDI QIDQ2496132
Friedrich Götze, Alexander Tikhomirov
Publication date: 12 July 2006
Published in: Central European Journal of Mathematics (Search for Journal in Brave)
Stein's method; random matrix theory; Gaussian unitary ensemble; Laguerre unitary ensemble; semicircle law; Marchenko-Pastur law
60F05: Central limit and other weak theorems
33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)
15B52: Random matrices (algebraic aspects)
82B31: Stochastic methods applied to problems in equilibrium statistical mechanics
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