Remarks on the convergence rate of the spectral distributions of Wigner matrices

DOI10.1023/A:1021617825555zbMath0928.60007OpenAlexW1526402967MaRDI QIDQ1295848

Baiqi Miao, Jhishen Tsay, Zhi-Dong Bai

Publication date: 23 September 1999

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021617825555

zbMATH Keywords

random matricesconvergence ratespectral distributionWigner matrixsemicircular law

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (4)

Universality in the bulk of the spectrum for complex sample covariance matrices ⋮ Random matrix theory in statistics: a review ⋮ Rate of convergence to the semi-circle law for the deformed Gaussian unitary Ensemble ⋮ Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices

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