Extended proof of the Statement: Convergence rate of the expected spectral functions of symmetric random matrices Ξ n is equal to O (n—1/2) and the method of critical steepest descent
From MaRDI portal
Publication:4780942
DOI10.1515/rose.2002.10.3.253zbMath1010.62041MaRDI QIDQ4780942
Publication date: 21 November 2002
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2002.10.3.253
convergence rates; resolvents; spectral distributions; spectral functions; Plancherel-Rotach asymptotics; Hermitian polynomials; Christoffel-Darboux equality; Hermitian Gaussian matrices
62H10: Multivariate distribution of statistics
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
Related Items
Rate of convergence to the semi-circular law, On concentration of empirical measures and convergence to the semi-circle law, Rate of convergence to the semi-circle law for the deformed Gaussian unitary Ensemble, The rate of convergence for spectra of GUE and LUE matrix ensembles