Abstract

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.

Highlights

  • Introduction and Main ResultsThis paper is concerned with the precise asymptotic behaviors of the spectral statistics of random matrices; two types of classical random matrices including Wigner matrices and sample covariance matrices will be considered

  • This paper considers the precise asymptotics of the spectral statistics of random matrices

  • Following the ideas of Gut and Spataru (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

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Summary

Junshan Xie

This paper considers the precise asymptotics of the spectral statistics of random matrices. Following the ideas of Gut and Spataru (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

Introduction and Main Results
Abstract and Applied Analysis
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