Rate of convergence to the semi-circular law for the Gaussian unitary ensemble
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 2, pp. 381-387
Cet article a éte moissonné depuis la source Math-Net.Ru
It is shown that the Kolmogorov distance between the expected spectral distribution function of an $n\times n$ Wigner matrix with Gaussian elements and the distribution function of the semicircular law is of order $O(n^{-2/3})$.
Keywords:
independent random variables, spectral distribution
Mots-clés : random matrix.
Mots-clés : random matrix.
@article{TVP_2002_47_2_a15,
author = {F. G\"otze and A. N. Tikhomirov},
title = {Rate of convergence to the semi-circular law for the {Gaussian} unitary ensemble},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {381--387},
year = {2002},
volume = {47},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a15/}
}
TY - JOUR AU - F. Götze AU - A. N. Tikhomirov TI - Rate of convergence to the semi-circular law for the Gaussian unitary ensemble JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2002 SP - 381 EP - 387 VL - 47 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a15/ LA - en ID - TVP_2002_47_2_a15 ER -
F. Götze; A. N. Tikhomirov. Rate of convergence to the semi-circular law for the Gaussian unitary ensemble. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 2, pp. 381-387. http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a15/