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2005 | 3 | 4 | 666-704
Tytuł artykułu

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

Treść / Zawartość
Warianty tytułu
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.
Wydawca
Czasopismo
Rocznik
Tom
3
Numer
4
Strony
666-704
Opis fizyczny
Daty
wydano
2005-12-01
online
2005-12-01
Twórcy
Bibliografia
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  • [18] F. Götze and A.N. Tikhomirov: “Rate of Convergence in Probability to the Marchenko-Pastur Law”, Bernoulli, Vol. 10(1), (2004), 1–46. http://dx.doi.org/10.3150/bj/1077544601
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  • [25] V.M. Marchenko and L.A. Pastur: “The eigenvalue distribution in some ensembles of random matrices”, Math. USSR Sbornik, Vol. 1, (1967), pp. 457–483. http://dx.doi.org/10.1070/SM1967v001n04ABEH001994
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  • [28] G. Szegö: Orthogonal Polynomials, American Math. Soc., New York, 1967.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.doi-10_2478_BF02475626
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