Geodesic
Limit theorems for spectra of random matrices with martingale structure
Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 1, pp. 171-192

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We study classical ensembles of real symmetric random matrices introduced by Eugene Wigner. We discuss Stein's method for the asymptotic approximation of expectations of functions of the normalized eigenvalue counting measure of high dimensional matrices. The method is based on a differential equation for the density of the semicircle law.
Keywords: Stein's method, semicircle law.
Mots-clés : random matrices 
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     author = {F. G\"otze and A. N. Tikhomirov},
     title = {Limit theorems for spectra of random matrices with martingale structure},
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     year = {2006},
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     url = {http://geodesic.mathdoc.fr/item/TVP_2006_51_1_a11/}
}
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F. Götze; A. N. Tikhomirov. Limit theorems for spectra of random matrices with martingale structure. Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 1, pp. 171-192. http://geodesic.mathdoc.fr/item/TVP_2006_51_1_a11/