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

Journal of Theoretical Probability

Volumn 12, Issue 2, 1999, Pages 301-311

  Bai, Z D ^a   Miao, Baiqi ^b   Tsay, Jhishen ^c  

^a NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

^b UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

^c NONE

Author keywords

Convergence rate; Random matrices; Semicircular law; Spectral distribution; Wigner matrix

Indexed keywords

EID: 0033465449     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021617825555     Document Type: Article

References (7)

1. Bai, Z. D. (1993a). Convergence rate of expected spectral distributions of large random matrices. Part I. Wigner matrices. Ann. Prob. 21, 625-648.
2. Bai, Z. D. (1993b). Convergence rate of expected spectral distributions of large random matrices. Part II. Sample covariance matrices. Ann. Prob. 21, 649-672.
3. Bai, Z. D., Miao, B., and Tsay, J. (1997). A note on the convergence rate of the spectral distributions of large random matrices. Stat. Prob. Lett. 34, 95-101.
4. Bai, Z. D., Miao, B., and Tsay, J. (1996). Convergence rate of the spectral distributions of large Wigner matrices. Submitted to Prob. Th. Rel. Fields.
5. Horn, R. A., and Johnson, C. H. (1985). Matrix Analysis, Cambridge University Press, New York.
6. Wachter, K. W. (1978). The strong limits of random matrix spectra for sample matrices of independent elements. Ann. Prob. 6(1), 1-18.
7. Wigner, E. P. (1958). On the distributions of the roots of certain symmetric matrices. Ann. Math. 67, 325-327.