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

Author

Listed:
  • Z. D. Bai

    (National Sun Yat-sen University)

  • Baiqi Miao

    (University of Science and Technology of China)

  • Jhishen Tsay

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).

Suggested Citation

  • Z. D. Bai & Baiqi Miao & Jhishen Tsay, 1999. "Remarks on the Convergence Rate of the Spectral Distributions of Wigner Matrices," Journal of Theoretical Probability, Springer, vol. 12(2), pages 301-311, April.
    • Handle: RePEc:spr:jotpro:v:12:y:1999:i:2:d:10.1023_a:1021617825555
    DOI: 10.1023/A:1021617825555
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    References listed on IDEAS

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    1. Bai, Z. D. & Miao, Baiqi & Tsay, Jhishen, 1997. "A note on the convergence rate of the spectral distributions of large random matrices," Statistics & Probability Letters, Elsevier, vol. 34(1), pages 95-101, May.
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