A note on rate of convergence in probability to semicircular law

DOI10.1214/EJP.V16-963MaRDI QIDQ428591zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

convergence ratesemicircular lawspectral distributionWigner matrix

Mathematics Subject Classification ID

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

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.

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Cited in

(9)

• Remarks on the convergence rate of the spectral distributions of Wigner matrices
• On concentration of empirical measures and convergence to the semi-circle law
• A rate of convergence for the circular law for the complex Ginibre ensemble
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
• Optimal bounds for convergence of expected spectral distributions to the semi-circular law
• On the semicircular law of large-dimensional random quaternion matrices
• Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization
• New estimators of spectral distributions of Wigner matrices
• Convergence and asymptotic approximations to universal distributions in probability

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