Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes
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Publication:497762
DOI10.1016/j.jmaa.2015.07.064zbMath1323.60012arXiv1406.6011OpenAlexW1911030322MaRDI QIDQ497762
Publication date: 25 September 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.6011
Stieltjes transformrandom matricesspectral densitylimiting spectral distributionsample covariance matricesabsolutely regular sequences
Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Ergodicity, mixing, rates of mixing (37A25)
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Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices ⋮ On the Spectrum of Sample Covariance Matrices for Time Series ⋮ Asymptotic normality in Banach spaces via Lindeberg method ⋮ Operator-valued matrices with free or exchangeable entries ⋮ Singular value distribution of dense random matrices with block Markovian dependence ⋮ Large sample correlation matrices: a comparison theorem and its applications
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