On Concentration of Empirical Measures and Convergence to the Semi-circle Law

Sergey G Bobkov, F. Götze, A. N. Tikhomirov

Research output: Contribution to journalArticle

15 Scopus citations

Abstract

Concentration properties of the general empirical distribution functions and the rate of convergence of spectral empirical distributions to the semi-circle law in the case of symmetric high-dimensional random matrices are studied under Poincaré-type inequalities.

Original languageEnglish (US)
Pages (from-to)792-823
Number of pages32
JournalJournal of Theoretical Probability
Volume23
Issue number3
DOIs
StatePublished - Apr 28 2010

Keywords

  • Empirical distributions
  • Poincaré-type inequalities
  • Random matrices
  • Semi-circle law
  • Spectrum

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