Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices
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, r...
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/595912 |
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| _version_ | 1832560327069270016 |
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| author | Junshan Xie |
| author_facet | Junshan Xie |
| author_sort | Junshan Xie |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-8c51c98201cc4d0b874f1cf39dafe3dc |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-8c51c98201cc4d0b874f1cf39dafe3dc2025-02-03T01:27:53ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/595912595912Second-Order Moment Convergence Rates for Spectral Statistics of Random MatricesJunshan Xie0College of Mathematics and Information, Henan University, Kaifeng 475000, ChinaThis 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.http://dx.doi.org/10.1155/2013/595912 |
| spellingShingle | Junshan Xie Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices Abstract and Applied Analysis |
| title | Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices |
| title_full | Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices |
| title_fullStr | Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices |
| title_full_unstemmed | Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices |
| title_short | Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices |
| title_sort | second order moment convergence rates for spectral statistics of random matrices |
| url | http://dx.doi.org/10.1155/2013/595912 |
| work_keys_str_mv | AT junshanxie secondordermomentconvergenceratesforspectralstatisticsofrandommatrices |