On Optimal Bounds in the Local Semicircle Law under Four Moment Condition

被引:0
|
作者
Gotze, F. [1 ]
Naumov, A. A. [2 ,3 ]
Tikhomirov, A. N. [2 ,4 ]
机构
[1] Univ Bielefeld, Bielefeld, Germany
[2] Natl Res Univ Higher Sch Econ, Moscow 101000, Russia
[3] Russian Acad Sci, Kharkevich Inst Informat Transmiss Problems, Moscow 127994, Russia
[4] Russian Acad Sci, Ural Branch, Komi Ctr Sci, Syktyvkar, Russia
基金
俄罗斯科学基金会;
关键词
WIGNER; UNIVERSALITY;
D O I
10.1134/S1064562419010125
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We consider symmetric random matrices , whose upper triangular entries are independent random variables with zero mean and unit variance. Under the assumption , j, k = 1, 2, ..., n, it is shown that the fluctuations of the Stieltjes transform m(n)(z), of the empirical spectral distribution function of the matrix about the Stieltjes transform of Wigner's semicircle law are of order (n). An application of the result obtained to the convergence rate in probability of the empirical spectral distribution function of to Wigner's semicircle law in the uniform metric is discussed.
引用
收藏
页码:40 / 43
页数:4
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