A new method for bounding rates of convergence of empirical spectral distribution
| dc.contributor.author | Chatterjee, S | |
| dc.contributor.author | Bose, A | |
| dc.date.accessioned | 2012-01-01T18:20:27Z | |
| dc.date.available | 2012-01-01T18:20:27Z | |
| dc.date.issued | 2004 | |
| dc.identifier.citation | Journal of theoretical probability,V17,4,p1003-1019 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/2693 | |
| dc.language.iso | en | en_US |
| dc.subject | Large dimensional random matrix | en_US |
| dc.subject | Eigenvalues | en_US |
| dc.subject | Limiting spectral distribution | en_US |
| dc.subject | Semi circular law | en_US |
| dc.subject | Wigner matrix | en_US |
| dc.subject | Sample variance covriance matrix | en_US |
| dc.subject | Toeplitz matrix | en_US |
| dc.subject | Moment method | en_US |
| dc.subject | Stieltjes transform | en_US |
| dc.subject | Random probability | en_US |
| dc.subject | Normal approximation | en_US |
| dc.title | A new method for bounding rates of convergence of empirical spectral distribution | en_US |
| dc.type | Article | en_US |
