On Concentration of Empirical Measures and Convergence to the Semi-circle Law
- Bobkov, S. G.
- Götze, Friedrich
- Tikhomirov, A. N.
Publication date
January 2010
DOI Publisher
Springer Science and Business Media LLCAbstract
Bobkov SG, Götze F, Tikhomirov AN. On Concentration of Empirical Measures and Convergence to the Semi-circle Law. JOURNAL OF THEORETICAL PROBABILITY. 2010;23(3):792-823.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 Poincar,-type inequalities
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