A Note on Rate of Convergence in Probability to Semicircular Law
Bai, Zhidong · Hu, Jiang · Pan, Guangming · Zhou, Wang
Original · EN
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.
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