Another look at the moment method for large dimensional random matrices

DOI10.1214/EJP.v13-501zbMath1190.60013OpenAlexW2169927684MaRDI QIDQ1039025

Arnab Sen, Arup Bose

Publication date: 20 November 2009

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

Full work available at URL: https://eudml.org/doc/225551

zbMATH Keywords

eigenvalueslinear processToeplitz matrixconvergence in distributionHankel matrixcirculant matrixalmost sure convergencelimiting spectral distributionmoment methodWigner matrixbounded Lipschitz metricsemicircular lawlarge dimensional random matrixreverse circulant matrixMarčenko-Pastur lawsymmetric circulant matrixcatalan numbers\(m\) dependent sequencepalindromic matrixrandom probabilitysample variance covariance matrixspectral distribution and densityvolume method

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Random measures (60G57) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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