The limiting spectral distribution in terms of spectral density

DOI10.1142/S2010326316500039zbMath1336.60049arXiv1601.04362OpenAlexW3098370776MaRDI QIDQ2800841

Costel Peligrad, Magda Peligrad

Publication date: 18 April 2016

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.04362

zbMATH Keywords

Stieltjes transformrandom matricesspectral densitylimiting spectral distributionstationary random fieldscorrelated entries

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Stationary stochastic processes (60G10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)

Related Items (1)

Singular value distribution of dense random matrices with block Markovian dependence

Cites Work

• A note on a Marčenko-Pastur type theorem for time series
• On the empirical spectral distribution for matrices with long memory and independent rows
• On the distribution of the roots of certain symmetric matrices
• Spectral analysis of large dimensional random matrices
• On the norm and eigenvalue distribution of large random matrices
• Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
• On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
• From random matrices to long range dependence
• A law of large numbers for finite-range dependent random matrices
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