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|Title:||A note on rate of convergence in probability to semicircular law|
|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|
|Appears in Collections:||Staff Publications|
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