A new methods for bounding rates of convergence of empirical spectral distributions

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dc.contributor.authorChatterjee, S
dc.contributor.authorBose, A
dc.date.accessioned2012-11-07T06:02:37Z
dc.date.available2012-11-07T06:02:37Z
dc.date.issued2004-10
dc.identifier.citationJournal of Theoretical Probality, v 17, no. 4, p 1003-1019en_US
dc.identifier.urihttp://hdl.handle.net/10263/4715
dc.language.isoenen_US
dc.subjectLarge dimensional random matrixen_US
dc.subjectEigenvaluesen_US
dc.subjectLimiting spectral distributionen_US
dc.subjectSemicircular lawen_US
dc.subjectWigner matrixen_US
dc.subjectMoment methoden_US
dc.subjectRandom probabilityen_US
dc.subjectNormal approximationen_US
dc.subjectStieltjes transformen_US
dc.subjectCovariance matrixen_US
dc.subjectToeplitz matrixen_US
dc.titleA new methods for bounding rates of convergence of empirical spectral distributionsen_US
dc.typeArticleen_US

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