From random matrices to long range dependence

DOI10.1142/S2010326316500088zbMath1381.60019arXiv1401.0780OpenAlexW3101416375MaRDI QIDQ2809333

Deepayan Sarkar, Rajat Subhra Hazra, Arijit Chakrabarty

Publication date: 27 May 2016

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

Full work available at URL: https://arxiv.org/abs/1401.0780

zbMATH Keywords

random matrixstationary Gaussian processspectral densitylong range dependence

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Convergence of probability measures (60B10)

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