Rate of Convergence to the Semicircle Law for the Gaussian Orthogonal Ensemble
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Publication:3521337
DOI10.1137/S0040585X97982906zbMath1161.60012MaRDI QIDQ3521337
A. A. Kholopov, Dmitry Timushev, Alexander Tikhomirov
Publication date: 21 August 2008
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)
Related Items (5)
Optimal bounds for convergence of expected spectral distributions to the semi-circular law ⋮ Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices ⋮ Central limit theorem for partial linear eigenvalue statistics of Wigner matrices ⋮ Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble ⋮ Convergence and asymptotic approximations to universal distributions in probability
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