On the universality of spectral limit for random matrices with martingale differences entries

DOI10.1142/S2010326315500033zbMath1316.60032arXiv1306.2048MaRDI QIDQ5256456

Costel Peligrad, Magda Peligrad, Florence Merlevède

Publication date: 17 June 2015

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

Full work available at URL: https://arxiv.org/abs/1306.2048

zbMATH Keywords

Stieltjes transformrandom matricesmartingale differencesrandom fieldssemicircle lawMarchenko-Pastur lawLindeberg methodspectral limit

Mathematics Subject Classification ID

Random fields (60G60) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)

Related Items (3)

Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements ⋮ On the limiting spectral density of random matrices filled with stochastic processes ⋮ From random matrices to long range dependence

Cites Work

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