A note on the convergence rate of the spectral distributions of large random matrices

DOI10.1016/S0167-7152(96)00170-8zbMath0894.60034MaRDI QIDQ1380635

Baiqi Miao, Jhishen Tsay, Zhi-Dong Bai

Publication date: 13 September 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

random matricesconvergence ratesample covariance matrixWigner matrixsemicircular lawMarčenko-Pastur law

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

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Cites Work

• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
• Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
• Matrix Analysis
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
• Unnamed Item