Please use this identifier to cite or link to this item:
Title: A new methods for bounding rates of convergence of empirical spectral distributions
Authors: Chatterjee, S
Bose, A
Keywords: Large dimensional random matrix
Limiting spectral distribution
Semicircular law
Wigner matrix
Moment method
Random probability
Normal approximation
Stieltjes transform
Covariance matrix
Toeplitz matrix
Issue Date: Oct-2004
Citation: Journal of Theoretical Probality, v 17, no. 4, p 1003-1019
Appears in Collections:Mathematics and Statistics

Files in This Item:
File Description SizeFormat 
62-JTP-ANMFB-V17-P1003-1019.pdf2.22 MBAdobe PDFView/Open

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.