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Optimal bounds for convergence of expected spectral distributions to the semi-circular law for the $4+ε$ moment ensemble

Published 11 Nov 2015 in math.PR | (1511.03692v1)

Abstract: 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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