On the empirical spectral distribution for matrices with long memory and independent rows (Q737178)
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English | On the empirical spectral distribution for matrices with long memory and independent rows |
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On the empirical spectral distribution for matrices with long memory and independent rows (English)
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8 August 2016
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random matrices
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empirical eigenvalue distribution
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limiting distribution
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spectral density
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Stieltjes transform
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martingale approximation
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Lindeberg method
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sample covariance matrix
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