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arXiv (math.PR) 2026-06-16 12:00 DOI: arXiv:2606.16018

A non-asymptotic bound on the TV distance between a Wishart matrix and an appropriately scaled GOE matrix

摘要 / Abstract

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.

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