A new method for bounding rates of convergence of empirical spectral distributions
type: Item
instance of: scholarly article
title: A new method for bounding rates of convergence of empirical spectral distributions
zbMATH Open document ID: 1063.60024
author: Snigdhansu Chatterjee
author: Arup Bose
published in: Journal of Theoretical Probability
publication date: 2005-04-07T00:00:00Z
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 2153677
zbMATH Keywords: Large dimensional random matrix
zbMATH Keywords: eigenvalues
zbMATH Keywords: limiting spectral distribution
zbMATH Keywords: Marchenko-Pastur law
zbMATH Keywords: semicircular law
zbMATH Keywords: Wigner matrix
zbMATH Keywords: sample variance covariance matrix
zbMATH Keywords: Toeplitz matrix
zbMATH Keywords: moment method
zbMATH Keywords: Stieltjes transform
zbMATH Keywords: random probability
zbMATH Keywords: normal approximation
MaRDI profile type: Publication
full work available at URL: s10959-004-0587-9
OpenAlex ID: W2169298903
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DOI: 10.1007/S10959-004-0587-9
description: scientific article; zbMATH DE number 2153677