Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/4715| Title: | A new methods for bounding rates of convergence of empirical spectral distributions |
| Authors: | Chatterjee, S Bose, A |
| Keywords: | Large dimensional random matrix Eigenvalues 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 |
| URI: | http://hdl.handle.net/10263/4715 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 62-JTP-ANMFB-V17-P1003-1019.pdf | 2.22 MB | Adobe PDF | View/Open |
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