The rate of convergence for spectra of GUE and LUE matrix ensembles
By Friedrich Götze, A. Tikhomirov. 2005
82 citations recorded by the source corpus.
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.
Subfields: Applied Mathematics, Computational Theory and Mathematics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/64cc9e8e301410420e92a53b10558a18e0bc5296
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In Applied Mathematics
In Computational Theory and Mathematics
In Statistics and Probability
- Friedrich Götze
- A. Tikhomirov
- Charles Bordenave
- Terence Tao
- Djalil CHAFAÏ
- Sourav Chatterjee
- Van H. Vu
- Lihu Xu
Citations in the corpus
- On the rate of convergence to the semi-circular law (2011, background): “For the Gaussian Unitary Ensemble in [6] and for the Gaussian Orthogonal Ensemble in [11] it has been shown that ∆n = O(n −1).”