A Note on Rate of Convergence in Probability to Semicircular Law
Probability
2011-05-17 v1
Abstract
In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is when the dimension tends to infinity.
Keywords
Cite
@article{arxiv.1105.3056,
title = {A Note on Rate of Convergence in Probability to Semicircular Law},
author = {Zhidong Bai and Jiang Hu and Guangming Pan and Wang Zhou},
journal= {arXiv preprint arXiv:1105.3056},
year = {2011}
}
Comments
13 pages