Fluctuations of Marchenko–Pastur limit of random matrices with dependent entries

Ayako Hasegawa, Noriyoshi Sakuma, Hiroaki Yoshida

Type: Article

Publication Date: 2017-04-04

Citations: 3

DOI: https://doi.org/10.1016/j.spl.2017.03.022

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Statistics & Probability Letters - View

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Works Cited by This (15)

Action	Title	Year	Authors
+	Free random variables : a noncommutative probability approach to free products with applications to random matrices, operator algebras, and harmonic analysis on free groups	1992	Dan-Virgil Voiculescu Kenneth J. Dykema Alexandru Nica
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+ PDF Chat	Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants	2007	C. Benoît James A. Mingo Piotr Śniady Roland Speicher
+	None	2004	James A. Mingo Alexandru Nica
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+	Second order freeness and fluctuations of random matrices: I. Gaussian and Wishart matrices and cyclic Fock spaces	2005	James A. Mingo Roland Speicher
+ PDF Chat	Random matrix theory in statistics: A review	2013	Debashis Paul Alexander Aue
+	Limiting spectral distribution of a new random matrix model with dependence across rows and columns	2011	Oliver Pfaffel Eckhard Schlemm
+ PDF Chat	Genus Expansion for Real Wishart Matrices	2010	C. E. I. Redelmeier
+	Eigenvalue distribution of large sample covariance matrices of linear processes	2012	Oliver Pfaffel Eckhard Schlemm