Rate of convergence to the semi-circular law

Götze F, Tikhomirov A (2003)
PROBABILITY THEORY AND RELATED FIELDS 127(2): 228-276.

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
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Abstract / Bemerkung
A stochastic bound of order Op(n(-1/2)) for the Kolmogorov distance between the spectral distribution function of an n x n matrix from Wigner ensemble and the distribution function of the semi-circular law is obtained. The result holds assuming that the twelfth moment of the entries of the matrix is uniformly bounded.
Erscheinungsjahr
Zeitschriftentitel
PROBABILITY THEORY AND RELATED FIELDS
Band
127
Ausgabe
2
Seite(n)
228-276
ISSN
PUB-ID

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Götze F, Tikhomirov A. Rate of convergence to the semi-circular law. PROBABILITY THEORY AND RELATED FIELDS. 2003;127(2):228-276.
Götze, F., & Tikhomirov, A. (2003). Rate of convergence to the semi-circular law. PROBABILITY THEORY AND RELATED FIELDS, 127(2), 228-276. doi:10.1007/s00440-003-0285-z
Götze, F., and Tikhomirov, A. (2003). Rate of convergence to the semi-circular law. PROBABILITY THEORY AND RELATED FIELDS 127, 228-276.
Götze, F., & Tikhomirov, A., 2003. Rate of convergence to the semi-circular law. PROBABILITY THEORY AND RELATED FIELDS, 127(2), p 228-276.
F. Götze and A. Tikhomirov, “Rate of convergence to the semi-circular law”, PROBABILITY THEORY AND RELATED FIELDS, vol. 127, 2003, pp. 228-276.
Götze, F., Tikhomirov, A.: Rate of convergence to the semi-circular law. PROBABILITY THEORY AND RELATED FIELDS. 127, 228-276 (2003).
Götze, Friedrich, and Tikhomirov, A. “Rate of convergence to the semi-circular law”. PROBABILITY THEORY AND RELATED FIELDS 127.2 (2003): 228-276.