Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/22570
Authors: 
Imhof, Lorens A.
Dette, Holger
Year of Publication: 
2004
Series/Report no.: 
Technical Report / Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2004,57
Abstract: 
We derive strong uniform approximations for the eigenvalues in general Laguerre and Hermite beta-ensembles by showing that the maximal discrepancy between the suitably scaled eigenvalues and roots of orthogonal polynomials converges almost surely to zero when the dimension converges to infinity. We also provide estimates of the rate of convergence.
Subjects: 
Gaussian ensemble
random matrix
rate of convergence
Weyl?s inequality
Wishart matrix
Document Type: 
Working Paper

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