Rate of convergence to the semi-circular law

被引：0
|
作者：
F. Götze
A. Tikhomirov
机构：
[1] Universität Bielefeld,Fakultät für Mathematik
[2] Syktyvkar University,Faculty of Mathematics
来源：
Probability Theory and Related Fields | 2003年 / 127卷
关键词：
Independent random variables; Spectral distribution; Random matrix;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A stochastic bound of order OP(n−1/2) for the Kolmogorov distance between the spectral distribution function of an n×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.
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页码：228 / 276
页数：48
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