TY - JOUR
AB - 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.
AU - GĂ¶tze, Friedrich
AU - Tikhomirov, A
ID - 1609739
IS - 2
JF - PROBABILITY THEORY AND RELATED FIELDS
KW - spectral distribution
KW - independent random variables
KW - random matrix
SN - 0178-8051
TI - Rate of convergence to the semi-circular law
VL - 127
ER -