Quantitative CLT for linear eigenvalue statistics of Wigner matrices
Quantitative CLT for linear eigenvalue statistics of Wigner matrices
In this article, we establish a near-optimal convergence rate for the CLT of linear eigenvalue statistics of NĆN Wigner matrices, in KolmogorovāSmirnov distance. For all test functions fāC5(R), we show that the convergence rate is either Nā1/2+Īµ or Nā1+Īµ, depending on the first Chebyshev coefficient of f and the third ā¦