Displaying similar documents to “Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble”

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

Friedrich Götze, Alexander Tikhomirov (2005)

Open Mathematics

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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.