Title of article :
Rate of convergence to the semi-circular law
Author/Authors :
Gotze، Hans-Jurgen نويسنده , , A. Tikhomirov، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
A stochastic bound of order O P (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.
Keywords :
Spectral distribution , Independent random variables , Random matrix
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Journal title :
PROBABILITY THEORY AND RELATED FIELDS