A note on rate of convergence in probability to semicircular law

DOI10.1214/EJP.V16-963zbMATH Open1244.60022arXiv1105.3056OpenAlexW2017934637MaRDI QIDQ428591FDOQ428591

Authors: Jiang Hu, Wang Zhou, Guangming Pan, Zhidong Bai 

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is $O(n^{-1/2})$ when the dimension $n$ tends to infinity.

Full work available at URL: https://arxiv.org/abs/1105.3056

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zbMATH Keywords

convergence ratespectral distributionWigner matrixsemicircular law

Mathematics Subject Classification ID

Multivariate analysis (62H99) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Cited In (8)

• New estimators of spectral distributions of Wigner matrices
• A rate of convergence for the circular law for the complex Ginibre ensemble
• Optimal bounds for convergence of expected spectral distributions to the semi-circular law
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
• On the semicircular law of large-dimensional random quaternion 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 moment conditions: the Stieltjes transform, rigidity, and delocalization

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