On the rate of convergence of the expected spectral distribution function of a Wigner matrix to the semi-circular law

Let X:= (X _jk ) denote a Hermitian random matrix with entries X _jk which are independent for all 1 ≤ j ≤ k. We study the rate of convergence of the expected spectral distribution function of the matrix X to the semi-circular law under the conditions E X _jk = 0, E X _jk ² = 1, and E|X _jk |^2+η ≤ M _η < ∞, 0 < η ≤ 2. The bounds of order $ O(n^{ - \frac{\eta } {{2 + \eta }}} ) $ O(n^{ - \frac{\eta } {{2 + \eta }}} ) for 1 ≤ η ≤ 2, and those of order $ O(n^{ - \frac{{2\eta }} {{(2 + \eta )(3 - \eta )}}} ) $ O(n^{ - \frac{{2\eta }} {{(2 + \eta )(3 - \eta )}}} ) for 0 < η ≤ 1, are obtained.