Skip to main content
Log in

Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble

  • Research Article
  • Published:
Central European Journal of Mathematics

Abstract

It is shown that the Kolmogorov distance between the expected spectral distribution function of an n × n matrix from the Deformed Gaussian Ensemble and the distribution function of the semi-circle law is of order O(n −2/3+v).

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Z. D. Bai: “Convergence rate of expected spectral distributions of large random matrices. I. Wigner matrices”, Ann. Probab., Vol. 21, (1993), pp. 625–648.

    MATH  MathSciNet  Google Scholar 

  2. Z. D. Bai: “Methodologies in spectral analysis of large dimensional random matrices: a review”, Statistica Sinica, Vol. 9, (1999), pp. 611–661.

    MATH  MathSciNet  Google Scholar 

  3. Z. D. Bai: “Remarks on the convergence rate of the spectral distributions of Wigner matrices”, J. Theoret. Probab., Vol. 12, (1999), pp. 301–311.

    Article  MATH  MathSciNet  Google Scholar 

  4. Z. D. Bai, B. Miao, J. Tsay: “Convergence rate of the spectral distributions of large Wigner matrices”, Int. Math. J., Vol. 1, (2002), pp. 65–90.

    MATH  MathSciNet  Google Scholar 

  5. P. Deift, T. Kriecherbauer, K. D. T.-R. McLaughlin, S. Venakides, X. Zhou: “Strong asymptotics of orthogonal polynomials with respect to exponential weights”, Comm. Pure Appl. Math., Vol. 52, (1999), pp. 1491–1552.

    Article  MATH  MathSciNet  Google Scholar 

  6. N. M. Ercolani, K. D. T.-R. McLaughlin: “Asymptotics of the partition function for random matrices via Riemann-Hilbert techniques and applications to graphical enumeration”, Int. Math. Res. Not., Vol. 14, (2003), pp. 755–820.

    Article  MathSciNet  Google Scholar 

  7. V. L. Girko: “Convergence rate of the expected spectral functions of symmetric random matrices equals to O(n −1/2 )”, Random Oper. Stochastic Equations, Vol. 6, (1998), pp. 359–406.

    MATH  MathSciNet  Google Scholar 

  8. V. L. Girko: “Extended proof of the statement: Convergence rate of the expected spectral functions of symmetric random matrices Ξn is equal to O(n −1/2) and the method of critical steepest descent”, Random Oper. Stochastic Equations, Vol. 10, (2002), pp. 253–300.

    Article  MATH  MathSciNet  Google Scholar 

  9. F. Götze, E. F. Kushmanova, A. N. Tikhomirov: “Rate of convergence to the semicircular law almost surely”, In preparation.

  10. F. Götze, A. N. Tikhomirov: “Rate of convergence in probability to the Marchenko-Pastur law”, Bernuolii, Vol. 10(1), (2004), pp. 1–46.

    Article  Google Scholar 

  11. F. Götze, A. N. Tikhomirov: “Rate of convergence to the semi-circular law”, Probab. Theory Relat. Fields, Vol. 127, (2003), pp. 228–276.

    Article  MATH  Google Scholar 

  12. F. Götze, A. N. Tikhomirov: “Rate of convergence to the semi-circular law for the Gaussian unitary ensemble”, Teor. Veroyatnost. i Primenen., Vol. 47, (2002), pp. 381–387.

    Google Scholar 

  13. F. Götze, A. N. Tikhomirov: “The rate of convergence for the spectra of GUE and LUE matrix ensembles”, Cent. Eur. J. Math., Vol. 3, (2005), pp. 666–704.

    Article  MATH  MathSciNet  Google Scholar 

  14. K. Johansson: “Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices”, Comm. Math. Phys., Vol. 215, (2001), pp. 683–705.

    Article  MATH  MathSciNet  Google Scholar 

  15. A. I. Markushevich: Theory of Functions of a Complex Variable, 2nd ed., Chelsea Publishing Company, New York, 1977.

    MATH  Google Scholar 

  16. M. L. Mehta: Random Matrices, 2nd ed., Academic Press, San Diego, 1991.

    MATH  Google Scholar 

  17. L. A. Pastur: “Random matrices as paradigm”, In: Mathematical physics 2000, Imp. Coll. Press, London, 2000, pp. 216–265.

    Google Scholar 

  18. L. A. Pastur: “Spectra of random self-adjoint operators”, Russian Math. Surveys, Vol. 28, (1973), pp. 1–67.

    Article  MATH  MathSciNet  Google Scholar 

  19. E. P. Wigner: “On the characteristic vectors of bordered matrices with infinite dimensions”, Ann. of Math., Vol. 62, (1955), pp. 548–564.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Research supported by the DFG-Forschergruppe FOR 399/1. Partially supported by INTAS grant N 03-51-5018, by RFBF grant N 02-01-00233, by RFBR-DFG grant N 04-01-04000, by RF grant of the leading scientific schools NSh-4222.2006.1.

About this article

Cite this article

Götze, F., Tikhomirov, A.N. & Timushev, D.A. Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble. centr.eur.j.math. 5, 305–334 (2007). https://doi.org/10.2478/s11533-007-0006-4

Download citation

  • Received:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.2478/s11533-007-0006-4

Keywords

MSC (2000)

Navigation