Geodesic
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

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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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     author = {D. A. Timushev and A. N. Tikhomirov and A. A. Kholopov},
     title = {Rate of convergence to the semicircle law for the {Gaussian} orthogonal ensemble},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {180--185},
     publisher = {mathdoc},
     volume = {52},
     number = {1},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2007_52_1_a12/}
}
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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/