Convergence to the semicircle law
From MaRDI portal
Publication:1105270
DOI10.1214/aop/1176991792zbMath0648.60030OpenAlexW2029067660MaRDI QIDQ1105270
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991792
Asymptotic properties of parametric estimators (62F12) Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15)
Related Items
Uniform approximation of eigenvalues in Laguerre and Hermite đ˝-ensembles by roots of orthogonal polynomials, Polynomial generalizations of the sample variance-covariance matrix when pnâ1 â 0, Wigner matrices, the moments of roots of Hermite polynomials and the semicircle law, On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime, Circular law, THE ABSOLUTE POSITIVE PARTIAL TRANSPOSE PROPERTY FOR RANDOM INDUCED STATES, Testing high dimensional covariance matrices via posterior Bayes factor, Metric gradient flows with state dependent functionals: the Nash-MFG equilibrium flows and their numerical schemes, Enumeration of non-crossing pairings on bit strings, Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero, Global eigenvalue fluctuations of random biregular bipartite graphs, Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n â 0, Approximation of rectangular beta-Laguerre ensembles and large deviations, Fluctuations of the diagonal entries of a large sample precision matrix, Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications, Testing in high-dimensional spiked models, Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\), Semicircle law of Tyler's \(M\)-estimator for scatter, Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\), Limiting spectral distribution of \(XX^{\prime }\) matrices, Random matrices: Universality of local eigenvalue statistics up to the edge, A note on a MarÄenko-Pastur type theorem for time series, Random matrix theory in statistics: a review, RANDOM MATRICES WITH SLOW CORRELATION DECAY, The spectral distribution of random mixed graphs, Random matrices: universality of local eigenvalue statistics, A new method for bounding rates of convergence of empirical spectral distributions, Entanglement Thresholds for Random Induced States, The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix, Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application, Spatial localization for nonlinear dynamical stochastic models for excitable media, High-dimensional sample covariance matrices with Curie-Weiss entries, Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles, A result on the limiting spectral distribution of random matrices with unequal variance entries, Large sample correlation matrices: a comparison theorem and its applications, The PPT square conjecture holds generically for some classes of independent states, Estimation of deviation for random covariance matrices, On Asymptotic Expansion and Central Limit Theorem of Linear Eigenvalue Statistics for Sample Covariance Matrices when ${N/M\rightarrow0}$, CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
