Rate of convergence to the semi-circular law

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

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Götze, FriedrichUniBi; Tikhomirov, A
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.
Stichworte
spectral distribution; independent random variables; random matrix
Erscheinungsjahr
2003
Zeitschriftentitel
PROBABILITY THEORY AND RELATED FIELDS
Band
127
Ausgabe
2
Seite(n)
228-276
ISSN
0178-8051
Page URI
https://pub.uni-bielefeld.de/record/1609739

Zitieren

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. https://doi.org/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.

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