Rate of convergence to the semi-circular law
نویسندگان
چکیده
منابع مشابه
On the rate of convergence to the semi-circular law
Let X = (Xjk) denote a Hermitian random matrix with entries Xjk, which are independent for 1 ≤ j ≤ k. We consider the rate of convergence of the empirical spectral distribution function of the matrix X to the semi-circular law assuming that EXjk = 0, EX 2 jk = 1 and that the distributions of the matrix elements Xjk have a uniform sub exponential decay in the sense that there exists a constant κ...
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2003
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-003-0285-z