A note on rate of convergence in probability to semicircular law
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Publication:428591
DOI10.1214/EJP.V16-963zbMATH Open1244.60022arXiv1105.3056OpenAlexW2017934637MaRDI QIDQ428591FDOQ428591
Zhidong Bai, Guangming Pan, Wang Zhou, Jiang Hu
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 when the dimension tends to infinity.
Full work available at URL: https://arxiv.org/abs/1105.3056
Multivariate analysis (62H99) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)
Cited In (6)
- New estimators of spectral distributions of Wigner matrices
- Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
- On the semicircular law of large-dimensional random quaternion matrices
- Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization
- On concentration of empirical measures and convergence to the semi-circle law
- Convergence and asymptotic approximations to universal distributions in probability
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