On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries

DOI10.1016/j.spa.2015.01.010zbMath1328.60083arXiv1312.0037OpenAlexW2153413786MaRDI QIDQ2348299

Magda Peligrad, Marwa Banna, Florence Merlevède

Publication date: 11 June 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.0037

zbMATH Keywords

random matricesalmost sure convergenceweak dependencelimiting spectral distributionsample covariance matricescorrelated entries

Mathematics Subject Classification ID

Random fields (60G60) Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

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Cites Work

• Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes
• A note on a Marčenko-Pastur type theorem for time series
• A generalization of the Lindeberg principle
• Concentration of the spectral measure of large Wishart matrices with dependent entries
• Spectral analysis of large dimensional random matrices
• On the norm and eigenvalue distribution of large random matrices
• From random matrices to long range dependence
• A law of large numbers for finite-range dependent random matrices
• On Slow-Fading MIMO Systems With Nonseparable Correlation
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