Remarks on the convergence rate of the spectral distributions of Wigner matrices

被引：18

作者：

Bai, ZD

Miao, BQ

Tsay, J ^{[1
]}

机构：

[1] Natl Sun Yat Sen Univ, Dept Math Appl, Kaohsiung 80424, Taiwan

[2] Univ Sci & Technol China, Dept Stat & Finances, Hefei, Anhui, Peoples R China

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1999年 / 12卷 / 02期

基金：

中国国家自然科学基金;

关键词：

convergence rate; random matrices; semicircular law; Wigner matrix; spectral distribution;

D O I：

10.1023/A:1021617825555

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

In this remark, we show that under the: assumption of the finite fourth moment elements in the empirical spectral distribution of a large Wigner matrix converges to the Wigner semicircular law in probability of the order O(n(-1/3)).

引用

页码：301 / 311

页数：11

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