On Concentration of Empirical Measures and Convergence to the Semi-circle Law

S. G. Bobkov (), F. Götze () and A. N. Tikhomirov ()
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S. G. Bobkov: University of Minnesota
F. Götze: University of Bielefeld
A. N. Tikhomirov: Department of Mathematics of Komi Research Center of RAS

Journal of Theoretical Probability, 2010, vol. 23, issue 3, 792-823

Abstract: Abstract Concentration properties of the general empirical distribution functions and the rate of convergence of spectral empirical distributions to the semi-circle law in the case of symmetric high-dimensional random matrices are studied under Poincaré-type inequalities.

Keywords: Random matrices; Spectrum; Empirical distributions; Semi-circle law; Poincaré-type inequalities; 60E (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10959-010-0286-7

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