SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES
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Publication:2844433
DOI10.1142/S2010326312500177zbMath1282.60006MaRDI QIDQ2844433
Publication date: 28 August 2013
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
60B20: Random matrices (probabilistic aspects)
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On the Spectrum of Sample Covariance Matrices for Time Series, On the universality of spectral limit for random matrices with martingale differences entries, Circular law for random matrices with unconditional log-concave distribution, Marchenko-Pastur law for a random tensor model, A short proof of the Marchenko-Pastur theorem, LLN for quadratic forms of long memory time series and its applications in random matrix theory, Concentration of the empirical spectral distribution of random matrices with dependent entries, On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence, Circular law for random matrices with exchangeable entries
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