A note on the convergence rate of the spectral distributions of large random matrices

Zhidong Bai, Miao Bai-qi, Jhishen Tsay

Type: Article

Publication Date: 1997-05-01

Citations: 23

DOI: https://doi.org/10.1016/s0167-7152(96)00170-8

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Statistics & Probability Letters - View

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Works Cited by This (5)

Action	Title	Year	Authors
+ PDF Chat	Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part II. Sample Covariance Matrices	1993	Zhidong Bai
+ PDF Chat	Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices	1993	Zhidong Bai
+ PDF Chat	Necessary and Sufficient Conditions for Almost Sure Convergence of the Largest Eigenvalue of a Wigner Matrix	1988	Zhidong Bai Yanqing Yin
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur
+	METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW	2008	Zhidong Bai