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
Pages :
-227
From page :
228
To page :
0
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
Serial Year :
2003
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Record number :
73162
Link To Document :
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