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Remarks on the Convergence Rate of the Spectral Distributions of Wigner Matrices |
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| Authors: | Z D Bai Baiqi Miao Jhishen Tsay |
| Institution: | (1) Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung, Taiwan, People's Republic of China;(2) Department of Statistics and Finances, University of Science and Technology of China, Hefei, Anhui, People's Republic of China |
| 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 |
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