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Let $\mathbf X=(X_{jk})$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k$.
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Bai, Z. D., Miao, Tsay, J. Convergence rates of the spectral distributions of large Wigner matrices. Int. Math. J
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Bobkov, S. G. Some generalizations of the results of Yu. V. Prokhorov on Khinchin-type inequalities for polynomials. (Russian) Teor. Veroyatnost. i Primenen. 45 (2000), no. 4, 745–748; translation in Theory Probab. Appl. 45 (2002), no. 4, 644–647
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Götze, F.; Tikhomirov, A. N. Rate of convergence to the semi-circular law. Probab. Theory Relat. Fields
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Götze, F.; Tikhomirov, A. N. The rate of convergence for spectra of GUE and LUE matrix ensembles. Cent. Eur. J. Math
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Gustavsson, Jonas. Gaussian fluctuations of eigenvalues in the GUE
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Bentkus, V. Measure concentration for separately Lipschitz functions in product spaces . Israel Journal of Mathematics,
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Girko, V. L. Extended proof of the statement: Convergence rate of expected spectral functions of symmetric random matrices
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Timushev, D. A.; Tikhomirov, A. N.; Kholopov, A. A. On the accuracy of the approximation of the GOE spectrum by the semi-circular law. Teor. Veroyatn. Primen. 52 (2007), no. 1, 180–185
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Götze, F.; Tikhomirov, A. N. The rate of convergence of spectra of sample covariance matrices. Teor. Veroyatn. Primen. 54 (2009), 196–206
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Tikhomirov, A. N. On the rate of convergence of the expected spectral distribution function of a Wigner matrix to the semi-circular law. Siberian Adv. Math
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Bobkov, S.; Götze, F.; Tikhomirov, A. N. On concentration of empirical measures and convergence to the semi–circle law. Journal of Theoretical Probability,
2010
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