Geodesic
Limit theorems for spectra of random matrices with martingale structure
Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 1, pp. 171-192 Cet article a éte moissonné depuis la source Math-Net.Ru

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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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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/

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