A new method for bounding rates of convergence of empirical spectral distributions
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Publication:1770906
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
Stieltjes transformeigenvaluesToeplitz matrixnormal approximationlimiting spectral distributionmoment methodWigner matrixsemicircular lawMarchenko-Pastur lawrandom probabilitysample variance covariance matrixLarge dimensional random matrix
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