Rate of convergence to the semi-circular law

Rate of convergence to the semi-circular law
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DOI:
10.1007/s00440-003-0285-z
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发表时间:
2003-07
影响因子:
2
通讯作者:
A. Tikhomirov
A. Tikhomirov
中科院分区:
数学1区
文献类型:
--
作者:
A. Tikhomirov

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得到了Wigner系综的ann× n矩阵的谱分布函数与半圆律分布函数之间Kolmogorov距离的一个阶为OP(n−1/2)的随机界.假设矩阵元素的第十二阶矩是一致有界的,则结果成立。
A stochastic bound of orderOP(n−1/2) for the Kolmogorov distance between the spectral distribution function of ann×nmatrix from Wigner ensemble and the distribution function of the semi-circular law is obtained. The result holds assuming that the twelfth moment of the entries of the matrix is uniformly bounded.