Rate of Convergence of the Expected Spectral Distribution Function to the Marchenko -- Pastur Law

Friedrich Götze, Alexandre Tikhomirov

Type: Preprint

Publication Date: 2014-01-01

Citations: 4

DOI: https://doi.org/10.48550/arxiv.1412.6284

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+ PDF Chat	Rate of convergence in probability to the Marchenko-Pastur law	2004	Friedrich Götze А. Н. Тихомиров
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+ PDF Chat	Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices	1993	Zhidong Bai
+ PDF Chat	Distribution Function Inequalities for Martingales	1973	D. L. Burkholder
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