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

Friedrich Götze; Alexander Tikhomirov; Dmitry Timushev

Open Mathematics (2007)

  • Volume: 5, Issue: 2, page 305-334
  • ISSN: 2391-5455

Abstract

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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 ).

How to cite

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Friedrich Götze, Alexander Tikhomirov, and Dmitry Timushev. "Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble." Open Mathematics 5.2 (2007): 305-334. <http://eudml.org/doc/269590>.

@article{FriedrichGötze2007,
abstract = {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 ).},
author = {Friedrich Götze, Alexander Tikhomirov, Dmitry Timushev},
journal = {Open Mathematics},
keywords = {Random matrix theory; Deformed gaussian unitary ensemble; Gaussian unitary ensemble; semicircle law},
language = {eng},
number = {2},
pages = {305-334},
title = {Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble},
url = {http://eudml.org/doc/269590},
volume = {5},
year = {2007},
}

TY - JOUR
AU - Friedrich Götze
AU - Alexander Tikhomirov
AU - Dmitry Timushev
TI - Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble
JO - Open Mathematics
PY - 2007
VL - 5
IS - 2
SP - 305
EP - 334
AB - 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 ).
LA - eng
KW - Random matrix theory; Deformed gaussian unitary ensemble; Gaussian unitary ensemble; semicircle law
UR - http://eudml.org/doc/269590
ER -

References

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