A new method for bounding rates of convergence of empirical spectral distribution
No Thumbnail Available
Files
Date
2004
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
Keywords
Large dimensional random matrix, Eigenvalues, Limiting spectral distribution, Semi circular law, Wigner matrix, Sample variance covriance matrix, Toeplitz matrix, Moment method, Stieltjes transform, Random probability, Normal approximation
Citation
Journal of theoretical probability,V17,4,p1003-1019