Rate of convergence in probability to the Marchenko-Pastur law
type: Item
instance of: scholarly article
title: Rate of convergence in probability to the Marchenko-Pastur law
zbMATH Open document ID: 1049.60018
published in: Bernoulli
publication date: 2004-09-24T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bj/1089206408
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 2102927
zbMATH Keywords: independent random variables
zbMATH Keywords: random matrix
zbMATH Keywords: spectral distributions
author: Friedrich Götze
author: A. N. Tikhomirov
MaRDI profile type: Publication
Wikidata QID: Q59620016
OpenAlex ID: W1991127564
cites work: Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
cites work: Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
cites work: Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
cites work: Asymptotics of the distribution of the spectrum of random matrices
cites work: Q4692967
cites work: Rate of convergence to the semi-circular law
cites work: Q3911791
cites work: Q5531480
cites work: SPECTRA OF RANDOM SELF ADJOINT OPERATORS
cites work: Limiting spectral distribution for a class of random matrices
cites work: The strong limits of random matrix spectra for sample matrices of independent elements
DOI: 10.3150/BJ/1089206408
Recommended article: Convergence rates to the Marchenko-Pastur type distribution
Recommended article: Q3740729
Recommended article: Q3828808
Recommended article: The Convergence Rate in the Weak Law of Large Numbers
Recommended article: Q4895978
Recommended article: Q4431519
Recommended article: The rate of convergence to the normal distribution law
Recommended article: Q3086597
description: scientific article; zbMATH DE number 2102927