Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes

DOI10.1016/j.jmaa.2015.07.064zbMath1323.60012arXiv1406.6011OpenAlexW1911030322MaRDI QIDQ497762

Marwa Banna

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

zbMATH Keywords

Stieltjes transformrandom matricesspectral densitylimiting spectral distributionsample covariance matricesabsolutely regular sequences

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Ergodicity, mixing, rates of mixing (37A25)

Related Items (6)

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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