A note on the convergence rate of the spectral distributions of large random matrices
โ Scribed by Z.D. Bai; Baiqi Miao; Jhishen Tsay
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 303 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0167-7152
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๐ SIMILAR VOLUMES
Let \(X\) be \(n \times N\) containing i.i.d. complex entries with \(\mathbf{E}\left|X_{11}-\mathbf{E} X_{11}\right|^{2}=1\), and \(T\) an \(n \times n\) random Hermitian nonnegative definite, independent of \(X\). Assume, almost surely, as \(n \rightarrow \infty\), the empirical distribution functi
It is shown that the bootstrap approximation of the standardized sample mean for the operator introduced by Trotter improves the normal approximation. c 1993 Academic Press, Inc.
A stronger result on the limiting distribution of the eigenvalues of random Hermitian matrices of the form \(A+X T X^{*}\), originally studied in Marcenko and Pastur, is presented. Here, \(X(N \times n), T(n \times n)\), and \(A(N \times N)\) are independent, with \(X\) containing i.i.d. entries hav