Rate of Convergence to the Semicircular Law for the Gaussian Unitary Ensemble

DOI10.1137/S0040585X97979755zbMath1041.60033OpenAlexW4254860365MaRDI QIDQ4442913

Friedrich Götze, Alexander Tikhomirov

Publication date: 21 January 2004

Published in: Theory of Probability and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97979755

zbMATH Keywords

random matrixindependent random variablesspectral distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Limit theorems in probability theory (60F99)

Related Items (5)

Hölder continuity of cumulative distribution functions for noncommutative polynomials under finite free Fisher information ⋮ Rate of convergence to the semi-circle law for the deformed Gaussian unitary Ensemble ⋮ Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices ⋮ A new method for bounding rates of convergence of empirical spectral distributions ⋮ The rate of convergence for spectra of GUE and LUE matrix ensembles

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