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Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble

100%

Götze F., Tikhomirov A., Timushev D.

Open Mathematics

2007

tom 5

nr 2

305-334

It is shown that the Kolmogorov distance between the expected spectral distribution function of an n × n matrix from the Deformed Gaussian Ensemble and the distribution function of the semi-circle law is of order O(n −2/3+v ).

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

63%

Götze F., Tikhomirov A.

Open Mathematics

2005

tom 3

nr 4

666-704

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.

Ograniczanie wyników

2 Open Mathematics

2 Götze F.

2 Tikhomirov A.

1 Timushev D.

1 2007

1 2005

Wyniki wyszukiwania

Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble

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