convergence rate;
random matrices;
semicircular law;
Wigner matrix;
spectral distribution;
D O I:
10.1023/A:1021617825555
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
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)).