The rate of convergence in probability for spectra of the GUE
Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 618-622 Cet article a éte moissonné depuis la source Math-Net.Ru

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It is shown that the Kolmogorov distance between the spectral distribution function of an $n\times n$ matrix from the Gaussian unitary ensemble (GUE) and the distribution function of the semicircle law is of stochastic order $O_p((\log n)/n^{2/3})$.
Mots-clés : random matrix, Wigner ensemble
Keywords: semicircle law, Gaussian unitary ensemble.
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D. A. Timushev. The rate of convergence in probability for spectra of the GUE. Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 618-622. http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a12/

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