Rate of Convergence to Semi-Circular Law for Random Matrix Ensembles

Student: Naprienko Iaroslav

Supervisor: Alexander I. Bufetov

Educational Programme: Mathematics (Bachelor)

Year of Graduation: 2018

We generalize the results on the asymptotic expansion from Gaussian Unitary Ensemble case to all Gaussian Ensembles. We derive differential equations on the densities and their moment generating functions for all Gaussian Ensembles. Also, we calculate explicit expressions for the moment generating functions for all Gaussian Ensembles.

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