On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
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Publication:2348299
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
random matricesalmost sure convergenceweak dependencelimiting spectral distributionsample covariance matricescorrelated entries
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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