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

DOI10.1007/S10959-004-0587-9zbMath1063.60024OpenAlexW2169298903MaRDI QIDQ1770906

Arup Bose, Snigdhansu Chatterjee

Publication date: 7 April 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-004-0587-9

zbMATH Keywords

Stieltjes transformeigenvaluesToeplitz matrixnormal approximationlimiting spectral distributionmoment methodWigner matrixsemicircular lawMarchenko-Pastur lawrandom probabilitysample variance covariance matrixLarge dimensional random matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (13)

Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application ⋮ Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes ⋮ Concentration of empirical distribution functions with applications to non-i.i.d. models ⋮ On concentration of empirical measures and convergence to the semi-circle law ⋮ Kernel density estimates in a non-standard situation ⋮ Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices ⋮ On asymptotic behavior of multilinear eigenvalue statistics of random matrices ⋮ Fluctuations of matrix elements of regular functions of Gaussian random matrices ⋮ Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices ⋮ Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices ⋮ Central limit theorem for linear eigenvalue statistics of random matrices with independent entries ⋮ Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations ⋮ A CLT for a band matrix model

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