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

Friedrich Götze; Alexander Tikhomirov

Open Mathematics (2005)

- Volume: 3, Issue: 4, page 666-704
- ISSN: 2391-5455

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topFriedrich Götze, and Alexander Tikhomirov. "The rate of convergence for spectra of GUE and LUE matrix ensembles." Open Mathematics 3.4 (2005): 666-704. <http://eudml.org/doc/268703>.

@article{FriedrichGötze2005,

abstract = {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.},

author = {Friedrich Götze, Alexander Tikhomirov},

journal = {Open Mathematics},

keywords = {60F05; 33E05; 33E15},

language = {eng},

number = {4},

pages = {666-704},

title = {The rate of convergence for spectra of GUE and LUE matrix ensembles},

url = {http://eudml.org/doc/268703},

volume = {3},

year = {2005},

}

TY - JOUR

AU - Friedrich Götze

AU - Alexander Tikhomirov

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

JO - Open Mathematics

PY - 2005

VL - 3

IS - 4

SP - 666

EP - 704

AB - 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.

LA - eng

KW - 60F05; 33E05; 33E15

UR - http://eudml.org/doc/268703

ER -

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