Remarks on the Convergence Rate of the Spectral Distributions of Wigner Matrices

Z. D. Bai, Baiqi Miao and Jhishen Tsay
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Z. D. Bai: National Sun Yat-sen University
Baiqi Miao: University of Science and Technology of China

Journal of Theoretical Probability, 1999, vol. 12, issue 2, 301-311

Abstract: Abstract 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).

Keywords: Convergence rate; random matrices; semicircular law; Wigner matrix; spectral distribution (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021617825555

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