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Local Semicircle Law Under Fourth Moment Condition

Author

Listed:
  • F. Götze

    (Bielefeld University)

  • A. Naumov

    (National Research University Higher School of Economics
    IITP RAS)

  • A. Tikhomirov

    (National Research University Higher School of Economics
    Komi Science Center of Ural Division of RAS)

Abstract

We consider a random symmetric matrix $$\mathbf{X}= [X_{jk}]_{j,k=1}^n$$ X = [ X jk ] j , k = 1 n with upper triangular entries being independent random variables with mean zero and unit variance. Assuming that $$ \max _{jk} {{\,\mathrm{\mathbb {E}}\,}}|X_{jk}|^{4+\delta } 0$$ max jk E | X jk | 4 + δ 0 , it was proved in Götze et al. (Bernoulli 24(3):2358–2400, 2018) that with high probability the typical distance between the Stieltjes transforms $$m_n(z)$$ m n ( z ) , $$z = u + i v$$ z = u + i v , of the empirical spectral distribution (ESD) and the Stieltjes transforms $$m_{\text {sc}}(z)$$ m sc ( z ) of the semicircle law is of order $$(nv)^{-1} \log n$$ ( n v ) - 1 log n . The aim of this paper is to remove $$\delta >0$$ δ > 0 and show that this result still holds if we assume that $$ \max _{jk} {{\,\mathrm{\mathbb {E}}\,}}|X_{jk}|^{4}

Suggested Citation

  • F. Götze & A. Naumov & A. Tikhomirov, 2020. "Local Semicircle Law Under Fourth Moment Condition," Journal of Theoretical Probability, Springer, vol. 33(3), pages 1327-1362, September.
  • Handle: RePEc:spr:jotpro:v:33:y:2020:i:3:d:10.1007_s10959-019-00907-y
    DOI: 10.1007/s10959-019-00907-y
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