A. Tikhomirov

activity

20072022

most citedSemicircle Law for a Class of Random Matrices with Dependent Entries

18 citations · 32 across the 6 of their papers we have counts for

collaborators

Showing 2011 · math.PRShow all

2 papers · 2 filters

math.PR2011★ 14 cited

On the Rate of Convergence to the Marchenko--Pastur Distribution

F. Götze, A. Tikhomirov

Let $X = (X_{j k})$ denote $n \times p$ random matrix with entries $X_{j k}$ , which are independent for $1 \leq j \leq n, 1 \leq k \leq p$ . We consider the rate of convergence of empiric…

math.PR2011

On the rate of convergence to the semi-circular law

Friedrich Götze, Alexander Tikhomirov

Let $X = (X_{j k})$ denote a Hermitian random matrix with entries $X_{j k}$ , which are independent for $1 \leq j \leq k$ . We consider the rate of convergence of the empirical spect…