Local Semicircle Law Under Fourth Moment Condition

Goetze, F; Naumov, A; Tikhomirov, A

Naumov, A (corresponding author), Natl Res Univ Higher Sch Econ, Moscow, Russia.; Naumov, A (corresponding author), RAS, IITP, Moscow, Russia.

JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (3): 1327

Abstract

We consider a random symmetric matrix X = [X-jk(n)](k=1) with upper triangular entries being independent random variables with mean zero and unit vari......

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