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A Note on Rate of Convergence in Probability to Semicircular Law

  
@article{EJP963,
	author = {Zhidong Bai and Jiang Hu and Guangming Pan and Wang Zhou},
	title = {A Note on Rate of Convergence in Probability to Semicircular Law},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {16},
	year = {2011},
	keywords = {convergence rate, Wigner matrix, Semicircular Law,  spectral distribution},
	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.},
	pages = {no. 88, 2439-2451},
	issn = {1083-6489},
	doi = {10.1214/EJP.v16-963},    
        url = {http://ejp.ejpecp.org/article/view/963}}