Limit theorems for spectra of random matrices with martingale structure
Götze F, Tikhomirov AN (2006)
THEORY OF PROBABILITY AND ITS APPLICATIONS 51(1): 42-64.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Götze, FriedrichUniBi;
Tikhomirov, A. N.
Einrichtung
Abstract / Bemerkung
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.
Stichworte
Stein's method;
semicircle law;
random matrices
Erscheinungsjahr
2006
Zeitschriftentitel
THEORY OF PROBABILITY AND ITS APPLICATIONS
Band
51
Ausgabe
1
Seite(n)
42-64
ISSN
0040-585X
Page URI
https://pub.uni-bielefeld.de/record/1594422
Zitieren
Götze F, Tikhomirov AN. Limit theorems for spectra of random matrices with martingale structure. THEORY OF PROBABILITY AND ITS APPLICATIONS. 2006;51(1):42-64.
Götze, F., & Tikhomirov, A. N. (2006). Limit theorems for spectra of random matrices with martingale structure. THEORY OF PROBABILITY AND ITS APPLICATIONS, 51(1), 42-64. https://doi.org/10.1137/S0040585X97982268
Götze, Friedrich, and Tikhomirov, A. N. 2006. “Limit theorems for spectra of random matrices with martingale structure”. THEORY OF PROBABILITY AND ITS APPLICATIONS 51 (1): 42-64.
Götze, F., and Tikhomirov, A. N. (2006). Limit theorems for spectra of random matrices with martingale structure. THEORY OF PROBABILITY AND ITS APPLICATIONS 51, 42-64.
Götze, F., & Tikhomirov, A.N., 2006. Limit theorems for spectra of random matrices with martingale structure. THEORY OF PROBABILITY AND ITS APPLICATIONS, 51(1), p 42-64.
F. Götze and A.N. Tikhomirov, “Limit theorems for spectra of random matrices with martingale structure”, THEORY OF PROBABILITY AND ITS APPLICATIONS, vol. 51, 2006, pp. 42-64.
Götze, F., Tikhomirov, A.N.: Limit theorems for spectra of random matrices with martingale structure. THEORY OF PROBABILITY AND ITS APPLICATIONS. 51, 42-64 (2006).
Götze, Friedrich, and Tikhomirov, A. N. “Limit theorems for spectra of random matrices with martingale structure”. THEORY OF PROBABILITY AND ITS APPLICATIONS 51.1 (2006): 42-64.
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