SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES
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Publication:2844433
DOI10.1142/S2010326312500177zbMath1282.60006MaRDI QIDQ2844433
Publication date: 28 August 2013
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Related Items (10)
On the Spectrum of Sample Covariance Matrices for Time Series ⋮ On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence ⋮ Marchenko-Pastur law for a random tensor model ⋮ A short proof of the Marchenko-Pastur theorem ⋮ On Sufficient Conditions in the Marchenko--Pastur Theorem ⋮ Concentration of the empirical spectral distribution of random matrices with dependent entries ⋮ LLN for quadratic forms of long memory time series and its applications in random matrix theory ⋮ Circular law for random matrices with exchangeable entries ⋮ On the universality of spectral limit for random matrices with martingale differences entries ⋮ Circular law for random matrices with unconditional log-concave distribution
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