Abstract
In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is $O(n^{-1/2})$ when the dimension n tends to infinity.
Citation
Zhidong Bai. Jiang Hu. Guangming Pan. Wang Zhou. "A Note on Rate of Convergence in Probability to Semicircular Law." Electron. J. Probab. 16 2439 - 2451, 2011. https://doi.org/10.1214/EJP.v16-963
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