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

Abstract

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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.

How to cite

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Friedrich 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 -

References

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