Limiting spectral distribution of a special circulant

Statistics and Probability Letters

Volumn 60, Issue 1, 2002, Pages 111-120

  Bose, Arup ^a   Mitra, Joydip ^a  

^a INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

Central limit theorem; Eigenvalue; Empirical spectral distribution; Limiting spectral distribution; Normal approximation

Indexed keywords

EID: 0036838488     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00289-4     Document Type: Article

References (3)

1. Bai,Z.D.,1999. Methodologies in spectral analysis of large dimensional random matrices, a review. Statist. Sinica 9, 611-677 (with discussions).
2. Bhattacharya, R.N., Ranga Rao, R.,1976. Normal Approximation and Asymptotic Expansions, (1st Edition). Wiley, New York.
3. Brockwell, P.J., Davis, R.A., 1991. Time Series: Theory and Methods, (2nd Edition). Springer, New York.