Optimal bounds for convergence of expected spectral distributions to the semi-circular law for the 4+ε moment ensemble
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🧮 math.PR
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epsilonorderconvergenceensembleexpectedmomentspectralwigner
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This paper extends a previous bound of order $O(n^{-1})$ of the authors (arXiv:1405.7820[math.PR]), for the rate of convergence in Kolmogorov distance of the expected spectral distribution of a Wigner random matrix ensemble to the semicircular law. Here we relax the moment conditions for entries of the Wigner matrices from order $8$ to order $4+ \epsilon$ for an arbitrary small $\epsilon>0$.
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