4 citations · 4 across the 1 of their papers we have counts for
2 papers
math.PR2021★ 4 cited
Quantitative CLT for linear eigenvalue statistics of Wigner matrices
Zhigang Bao, Yukun He
In this article, we establish a near-optimal convergence rate for the CLT of linear eigenvalue statistics of Wigner matrices, in Kolmogorov-Smirnov distance. For all test functions…
math.PR2019
On Cramér-von Mises statistic for the spectral distribution of random matrices
Zhigang Bao, Yukun He
Let and be the empirical and limiting spectral distributions of an Wigner matrix. The Cramér-von Mises (CvM) statistic is a classical goodness-of-fit statisti…