A new method for bounding rates of convergence of empirical spectral distributions (Q1770906)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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