A new methods for bounding rates of convergence of empirical spectral distributions
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Date
2004-10
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Keywords
Large dimensional random matrix, Eigenvalues, Limiting spectral distribution, Semicircular law, Wigner matrix, Moment method, Random probability, Normal approximation, Stieltjes transform, Covariance matrix, Toeplitz matrix
Citation
Journal of Theoretical Probality, v 17, no. 4, p 1003-1019