Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices

DOI10.1214/13-AOP837zbMath1354.60020arXiv1402.6173OpenAlexW2024146051MaRDI QIDQ2447336

Wen-Xin Zhou, Qui-Man Shao

Publication date: 25 April 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6173

zbMATH Keywords

coherencerandom matriceslaw of large numbersasymptotic distributionsmoderate deviationssample correlation matrixStein-Chen methodextreme distributionrandomized concentration inequality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

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