LIMIT THEOREMS FOR SPECTRA OF RANDOM MATRICES WITH MARTINGALE STRUCTURE (2003)
by
F. Götze
,
A. Tikhomirov
| Citations: | 3 - 0 self |
BibTeX
@MISC{Götze03limittheorems,
author = {F. Götze and A. Tikhomirov},
title = {LIMIT THEOREMS FOR SPECTRA OF RANDOM MATRICES WITH MARTINGALE STRUCTURE},
year = {2003}
}
Bookmark
 |
 |
 |
 |
 |
 |
OpenURL
Abstract
We study classical ensembles of real symmetric random matrices introduced by Eugene Wigner. We discuss Stein’s method for the asymptotic approximation of expectations of functions of the normalized eigenvalue counting measure of high dimensional matrices. The method is based on a differential equation for the density of the semi-circular law.
