On the empirical spectral distribution for matrices with long memory and independent rows
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Publication:737178
DOI10.1016/j.spa.2016.02.016zbMath1346.60021arXiv1406.1216OpenAlexW2963924645MaRDI QIDQ737178
Florence Merlevède, Magda Peligrad
Publication date: 8 August 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.1216
Stieltjes transformrandom matriceslimiting distributionspectral densitysample covariance matrixmartingale approximationempirical eigenvalue distributionLindeberg method
Random fields (60G60) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)
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