01.
arXiv (math.PR)
2026-06-16
A non-asymptotic bound on the TV distance between a Wishart matrix and an appropriately scaled GOE matrix
作者:
arXiv:2606.16018v1 Announce Type: new Abstract: In this note, we prove a non-asymptotic version of a theorem by Bubeck, Ding, Eldan, and Rácz, showing that a Wishart matrix is close in total variation to an affine transformation of a GOE matrix. The proof mirrors the proof given by Bubeck et al., with some changes made to make it non-asymptotic.