Optimal bounds for convergence of expected spectral distributions to the semi-circular law

DOI10.1007/S00440-015-0629-5zbMATH Open1338.60014arXiv1405.7820OpenAlexW2057961382MaRDI QIDQ292124FDOQ292124

Authors: Friedrich Götze, A. N. Tikhomirov 

Publication date: 10 June 2016

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: Let $mathbfX=(X_{jk}{)}_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1lejleklen$. We consider the rate of convergence of the empirical spectral distribution function of the matrix $mathbfX$ to the semi-circular law assuming that $mathbfE{X}_{jk}=0$, $mathbfE{X}_{jk}^2=1$ and that ${\displaystyle }$ sup_{nge1}sup_{1le j,kle n}{mathbf E}|X_{jk}|^4=:mu_4<infty quad ext{and} sup_{1le j,kle n}|X_{jk}|le D_0n^{frac14}. ${\displaystyle }$ By means of a recursion argument it is shown that the Kolmogorov distance between the expected spectral distribution of the Wigner matrix $mathbfW=frac1sqrtnmathbfX$ and the semicircular law is of order $O(n^{-1})$.

Full work available at URL: https://arxiv.org/abs/1405.7820

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Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Limit theorems in probability theory (60F99)

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Cited In (14)

• Rate of convergence to the Circular Law via smoothing inequalities for log-potentials
• Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble
• On optimal bounds in the local semicircle law under four moment condition
• The Wasserstein distance to the circular law
• Moment Inequalities for Linear and Nonlinear Statistics
• Necessary and sufficient conditions for convergence to the semicircle distribution
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
• On concentration of empirical measures and convergence to the semi-circle law
• Convergence and asymptotic approximations to universal distributions in probability
• Connecting eigenvalue rigidity with polymer geometry: diffusive transversal fluctuations under large deviation
• Local semicircle law under fourth moment condition
• Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization
• Rate of convergence for sparse sample covariance matrices
• Bulk universality for generalized Wigner matrices with few moments

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