Abstract
ABSTRACTThe eigenvalues of a random matrix are a sequence of specific dependent random variables, the limiting properties of which are one of interesting topics in probability theory. The aim of the article is to extend some probability limiting properties of i.i.d. random variables in the context of the complete moment convergence to the centered spectral statistics of random matrices. Some precise asymptotic results related to the complete convergence of p-order conditional moment of Wigner matrices and sample covariance matrices are obtained. The proofs mainly depend on the central limit theorem and large deviation inequalities of spectral statistics.
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
