Geodesic
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

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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. 
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     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},
     publisher = {mathdoc},
     volume = {47},
     number = {2},
     year = {2002},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a15/}
}
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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/