Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices
Author
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-11-20
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
This paper considers the precise asymptotics of the spectral statistics of random matrices.
Following the ideas of Gut and Spătaru (2000) and Liu and Lin (2006) on the precise asymptotics of i.i.d.
random variables in the context of the complete convergence and the second-order moment convergence, respectively, we will establish the precise second-order moment convergence rates of a type of series constructed by the spectral statistics of Wigner matrices or sample covariance matrices.
American Psychological Association (APA)
Xie, Junshan. 2013. Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-483752
Modern Language Association (MLA)
Xie, Junshan. Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices. Abstract and Applied Analysis No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-483752
American Medical Association (AMA)
Xie, Junshan. Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-483752
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-483752