The rate of convergence for spectra of GUE and LUE matrix ensembles
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Publication:2496132
DOI10.2478/BF02475626zbMath1108.60014OpenAlexW2075252008MaRDI QIDQ2496132
Friedrich Götze, Alexander Tikhomirov
Publication date: 12 July 2006
Published in: Central European Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/bf02475626
Stein's methodrandom matrix theoryGaussian unitary ensembleLaguerre unitary ensemblesemicircle lawMarchenko-Pastur law
Central limit and other weak theorems (60F05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random matrices (algebraic aspects) (15B52) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)
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