A new method for bounding rates of convergence of empirical spectral distributions (Q1770906): Difference between revisions

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Revision as of 19:24, 7 June 2024

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A new method for bounding rates of convergence of empirical spectral distributions
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    A new method for bounding rates of convergence of empirical spectral distributions (English)
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    7 April 2005
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    Large dimensional random matrix
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    eigenvalues
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    limiting spectral distribution
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    Marchenko-Pastur law
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    semicircular law
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    Wigner matrix
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    sample variance covariance matrix
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    Toeplitz matrix
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    moment method
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    Stieltjes transform
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    random probability
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    normal approximation
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