Rate of convergence to the semicircle law for the Gaussian orthogonal ensemble
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 1, pp. 180-185 Cet article a éte moissonné depuis la source Math-Net.Ru

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It is shown that the Kolmogorov distance between the expected spectral distribution function of an $n\times n$ matrix from the Gaussian orthogonal ensemble and the distribution function of the semicircle law is of order $O(n^{-1})$.
Mots-clés : random matrix, Gaussian ensemble.
Keywords: semicircle law, Hermite function
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D. A. Timushev; A. N. Tikhomirov; A. A. Kholopov. Rate of convergence to the semicircle law for the Gaussian orthogonal ensemble. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 1, pp. 180-185. http://geodesic.mathdoc.fr/item/TVP_2007_52_1_a12/

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