A limit theorem on moment convergence of centered spectral statistics of random matrices

DOI10.1080/03610926.2014.978022zbMath1352.60045OpenAlexW2519439797MaRDI QIDQ2834717

Junshan Xie

Publication date: 23 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.978022

zbMATH Keywords

random matricescentral limit theoremlarge deviationscomplete moment convergencespectral statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Large deviations (60F10) (L^p)-limit theorems (60F25)

Cites Work

• Precise asymptotics on spectral statistics of random matrices
• Precise asymptotics for random matrices and random growth models
• Spectral analysis of large dimensional random matrices
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Concentration of the spectral measure for large matrices
• Precise asymptotics -- a general approach
• Precise asymptotics for a new kind of complete moment convergence
• A supplement to the strong law of large numbers
• Complete Convergence and the Law of Large Numbers

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