Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
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Publication:686753
DOI10.1214/AOP/1176989261zbMATH Open0779.60024OpenAlexW2022811481MaRDI QIDQ686753FDOQ686753
Publication date: 11 October 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989261
Cited In (46)
- Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
- Spectra of large random trees
- A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
- Kernel density estimates in a non-standard situation
- 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
- Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
- Optimal bounds for convergence of expected spectral distributions to the semi-circular law
- Berry--Esseen for free random variables
- Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
- Beyond universality in random matrix theory
- Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
- Random matrix theory in statistics: a review
- Universality for certain Hermitian Wigner matrices under weak moment conditions
- Sparse regular random graphs: spectral density and eigenvectors
- Free deterministic equivalents, rectangular random matrix models, and operator-valued free probability theory
- High moments of large Wigner random matrices and asymptotic properties of the spectral norm
- Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices
- Exponential growth of random determinants beyond invariance
- Large deviations for extreme eigenvalues of deformed Wigner random matrices
- Random matrices: The distribution of the smallest singular values
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
- Weighted sums and Berry-Esseen type estimates in free probability theory
- Large deviations for the largest eigenvalue of Rademacher matrices
- On the convergence of the spectral empirical process of Wigner matrices
- A concentration inequality and a local law for the sum of two random matrices
- On concentration of empirical measures and convergence to the semi-circle law
- Convergence and asymptotic approximations to universal distributions in probability
- Hölder continuity of cumulative distribution functions for noncommutative polynomials under finite free Fisher information
- Circular law
- Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
- Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices
- A note on the convergence rate of the spectral distributions of large random matrices
- Local laws for polynomials of Wigner matrices
- Convergence rates to the Marchenko-Pastur type distribution
- The rate of convergence for spectra of GUE and LUE matrix ensembles
- Convergence rates of the spectral distributions of large Wigner matrices
- A new method for bounding rates of convergence of empirical spectral distributions
- 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
- Convergence of the largest singular value of a polynomial in independent Wigner matrices
- Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
- Cleaning large correlation matrices: tools from random matrix theory
- On concentration of high-dimensional matrices with randomly signed entries
- Rate of convergence in probability to the Marchenko-Pastur law
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