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Volumn 10, Issue 3, 2004, Pages 503-548

Rate of convergence in probability to the Marchenko-Pastur law

Author keywords

Independent random variables; Random matrix; Spectral distributions

Indexed keywords


EID: 33746595332     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1089206408     Document Type: Article
Times cited : (67)

References (12)
  • 1
    • 0009128834 scopus 로고
    • Convergence rate of expected spectral distributions of large random matrices. Part I. Wigner Matrices
    • Bai, Z.D. (1993a) Convergence rate of expected spectral distributions of large random matrices. Part I. Wigner Matrices. Ann. Probab., 21, 625-648.
    • (1993) Ann. Probab. , vol.21 , pp. 625-648
    • Bai, Z.D.1
  • 2
    • 0009128834 scopus 로고
    • Convergence rate of expected spectral distributions of large random matrices. Part II. Sample covariance matrices
    • Bai, Z.D. (1993b) Convergence rate of expected spectral distributions of large random matrices. Part II. Sample covariance matrices. Ann. Probab., 21, 649-672.
    • (1993) Ann. Probab. , vol.21 , pp. 649-672
    • Bai, Z.D.1
  • 3
    • 1342310020 scopus 로고    scopus 로고
    • Convergence rate of spectral distributions of large sample covariance matrices
    • Bai, Z.D., Miao, B. and Yao, J.-F. (2003) Convergence rate of spectral distributions of large sample covariance matrices. SIAM J. Matrix Anal. Appl., 25, 105-127.
    • (2003) SIAM J. Matrix Anal. Appl. , vol.25 , pp. 105-127
    • Bai, Z.D.1    Miao, B.2    Yao, J.-F.3
  • 4
    • 0037740698 scopus 로고
    • Asymptotics of the distribution of the spectrum of random matrices
    • Girko, V.L. (1989) Asymptotics of the distribution of the spectrum of random matrices. Russian Math. Surveys, 44(4), 3-36.
    • (1989) Russian Math. Surveys , vol.44 , Issue.4 , pp. 3-36
    • Girko, V.L.1
  • 9
    • 0000263239 scopus 로고
    • The distribution of eigenvalues in certain sets of random matrices
    • Marchenko, VA. and Pastur, L.A. (1967) The distribution of eigenvalues in certain sets of random matrices. Mat. Sb., 72, 507-536.
    • (1967) Mat. Sb. , vol.72 , pp. 507-536
    • Marchenko, V.A.1    Pastur, L.A.2
  • 10
    • 84933364737 scopus 로고
    • Spectra of random self-adjoint operators
    • Pastur, L.A. (1973) Spectra of random self-adjoint operators. Russian Math. Surveys, 28(1), 1-67.
    • (1973) Russian Math. Surveys , vol.28 , Issue.1 , pp. 1-67
    • Pastur, L.A.1
  • 11
    • 0003059603 scopus 로고
    • Limiting spectral distribution for a class of random matrices
    • Yin, Y.Q. (1986) Limiting spectral distribution for a class of random matrices. J. Multivariate Anal., 20, 50-68.
    • (1986) J. Multivariate Anal. , vol.20 , pp. 50-68
    • Yin, Y.Q.1
  • 12
    • 0002247902 scopus 로고
    • Strong limits of random matrix spectra for sample covariance matrices of independent elements
    • Wachter, K.W. (1978) Strong limits of random matrix spectra for sample covariance matrices of independent elements. Ann. Probab., 6, 1-18.
    • (1978) Ann. Probab. , vol.6 , pp. 1-18
    • Wachter, K.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.