Second-order moment convergence rates for spectral statistics of random matrices

DOI10.1155/2013/595912zbMath1432.60016OpenAlexW1964567154WikidataQ58917245 ScholiaQ58917245MaRDI QIDQ2318870

Junshan Xie

Publication date: 16 August 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/595912

zbMATH Keywords

precise asymptoticsspectral statistics of random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

Cites Work

• Functional CLT for sample covariance matrices
• Precise asymptotics for random matrices and random growth models
• CLT for linear spectral statistics of Wigner matrices
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Concentration of the spectral measure for large matrices
• Precise asymptotics in the law of the iterated logarithm.
• Second moment convergence rates for uniform empirical processes
• Precise asymptotics -- a general approach
• Precise asymptotics for a new kind of complete moment convergence
• A supplement to the strong law of large numbers
• Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
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