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

DOI10.1007/S00440-015-0629-5MaRDI QIDQ292124zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, A. N. Tikhomirov

Publication date 10 June 2016

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

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

Mathematics Subject Classification ID

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

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 $O(n^{-1})$.

Recommendations

• A note on rate of convergence in probability to semicircular law
• On optimal bounds in the local semicircle law under four moment condition
• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices

Cites work

• Best constants in martingale version of Rosenthal's inequality
• Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
• Bounds for the Stieltjes transform and the density of states of Wigner matrices
• Bulk universality for generalized Wigner matrices
• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
• Convergence rates of the spectral distributions of large Wigner matrices
• Distribution function inequalities for martingales
• Extended proof of the Statement: Convergence rate of the expected spectral functions of symmetric random matrices Ξ n is equal to O (n—1/2) and the method of critical steepest descent
• Gaussian fluctuations of eigenvalues in the GUE
• Matrix Analysis
• On concentration of empirical measures and convergence to the semi-circle law
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Random matrices: universality of local eigenvalue statistics
• Rate of Convergence to the Semicircle Law for the Gaussian Orthogonal Ensemble
• Rigidity of eigenvalues of generalized Wigner matrices
• Spectral analysis of large dimensional random matrices
• The rate of convergence for spectra of GUE and LUE matrix ensembles
• The rate of convergence of spectra of sample covariance matrices

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
• Local semicircle law under fourth moment condition
• Connecting eigenvalue rigidity with polymer geometry: diffusive transversal fluctuations under large deviation
• Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization
• Bulk universality for generalized Wigner matrices with few moments
• Rate of convergence for sparse sample covariance matrices

This page was built for publication: Optimal bounds for convergence of expected spectral distributions to the semi-circular law

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q292124)