Formalizing Wigner’s Semicircle Law
1
Empirical Distributions
2
Random Matrices
▶
2.1
Random Matrices
3
SemicircleDistribution
▶
3.1
Semicircle Probability Density Function
3.2
To Extended Nonnegative Reals
3.3
Semicircle Distribution
3.4
Transformations
3.5
Moments
4
Convergence of Matrix Moments
▶
4.1
Convergence in Expectation
4.2
Convergence in Probability
5
Weak Convergence
6
Bibliography
Dependency graph
Bibliography
1
Todd Kemp. Math 247a: Introduction to random matrix theory.
Lecture notes
, pages 3–4, 2013.