The rate of convergence for spectra of GUE and LUE matrix ensembles

• Autorzy: Friedrich Götze , Alexander Tikhomirov
• Języki publikacji: EN

Abstrakty

EN

We obtain optimal bounds of order O(n −1) for the rate of convergence to the semicircle law and to the Marchenko-Pastur law for the expected spectral distribution functions of random matrices from the GUE and LUE, respectively.

Słowa kluczowe

EN

Random matrix theory; Gaussian unitary ensemble; Laguerre unitary ensemble; Stein’s method; semicircle law; Marchenko-Pastur law; 60F05; 33E05; 33E15

• Wydawca: De Gruyter Open
• Czasopismo: Open Mathematics
• Rocznik: 2005
• Tom: 3
• Numer: 4
• Strony: 666-704

Daty

wydano

2005-12-01

online

2005-12-01

Twórcy

autor

Friedrich Götze

• University of Bielefeld

autor

Alexander Tikhomirov

Bibliografia

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Identyfikatory

DOI

10.2478/BF02475626