Optimal bounds for convergence of expected spectral distributions to the semi-circular law

DOI10.1007/s00440-015-0629-5zbMath1338.60014arXiv1405.7820OpenAlexW2057961382MaRDI QIDQ292124

Friedrich Götze, Alexander Tikhomirov

Publication date: 10 June 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.7820

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Limit theorems in probability theory (60F99)

Related Items (12)

Connecting eigenvalue rigidity with polymer geometry: diffusive transversal fluctuations under large deviation ⋮ Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices ⋮ Moment Inequalities for Linear and Nonlinear Statistics ⋮ Rate of convergence for sparse sample covariance matrices ⋮ On optimal bounds in the local semicircle law under four moment condition ⋮ Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble ⋮ The Wasserstein distance to the circular law ⋮ Bulk universality for generalized Wigner matrices with few moments ⋮ Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization ⋮ Convergence and asymptotic approximations to universal distributions in probability ⋮ Local semicircle law under fourth moment condition ⋮ Rate of convergence to the Circular Law via smoothing inequalities for log-potentials

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