On concentration of empirical measures and convergence to the semi-circle law

DOI10.1007/s10959-010-0286-7zbMath1247.60010OpenAlexW2112115983MaRDI QIDQ1960238

Sergey G. Bobkov, Alexander Tikhomirov, Friedrich Götze

Publication date: 13 October 2010

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

Full work available at URL: https://doi.org/10.1007/s10959-010-0286-7

zbMATH Keywords

rate of convergencespectrumPoincaré-type inequalitiessemicircle lawrandom symmetric matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Related Items

Optimal bounds for convergence of expected spectral distributions to the semi-circular law, EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES, Precise asymptotics on spectral statistics of random matrices, Concentration of empirical distribution functions with applications to non-i.i.d. models, Rate of convergence to the semi-circular law, Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order, Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices, Local spectral statistics of the addition of random matrices, On the empirical spectral distribution for matrices with long memory and independent rows, Talagrand concentration inequalities for stochastic partial differential equations, Convergence and asymptotic approximations to universal distributions in probability, One-dimensional empirical measures, order statistics, and Kantorovich transport distances, Circular law for random matrices with unconditional log-concave distribution

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