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

Journal of Theoretical Probability

Volumn 17, Issue 4, 2004, Pages 1003-1019

  Chatterjee, S ^a   Bose, A ^b  

^a STANFORD UNIVERSITY   (United States)

^b INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

Eigenvalues; Large dimensional random matrix; Limiting spectral distribution; Mar enko Pastur law; Moment method; Random probability; Sample variance covariance matrix; Semicircular law; Stieltjes transform; Toeplitz matrix; Wigner matrix

Indexed keywords

EID: 23944451549     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10959-004-0587-9     Document Type: Article

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