Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/104955
Title: A note on rate of convergence in probability to semicircular law
Authors: Bai, Z.
Hu, J.
Pan, G.
Zhou, W. 
Keywords: Convergence rate
Semicircular law
Spectral distribution
Wigner matrix
Issue Date: 2011
Source: Bai, Z.,Hu, J.,Pan, G.,Zhou, W. (2011). A note on rate of convergence in probability to semicircular law. Electronic Journal of Probability 16 : 2439-2451. ScholarBank@NUS Repository.
Abstract: In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is O(n-1/2) when the dimension n tends to infinity.
Source Title: Electronic Journal of Probability
URI: http://scholarbank.nus.edu.sg/handle/10635/104955
ISSN: 10836489
Appears in Collections:Staff Publications

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