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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Main Author:	Junshan Xie
Format:	Article
Language:	English
Published:	Hindawi Limited 2013-01-01
Series:	Abstract and Applied Analysis
Online Access:	http://dx.doi.org/10.1155/2013/595912

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spelling	doaj-8c51c98201cc4d0b874f1cf39dafe3dc2020-11-24T23:24:45ZengHindawi LimitedAbstract 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
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Junshan Xie
spellingShingle	Junshan Xie Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices Abstract and Applied Analysis
author_facet	Junshan Xie
author_sort	Junshan Xie
title	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_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_sort	second-order moment convergence rates for spectral statistics of random matrices
publisher	Hindawi Limited
series	Abstract and Applied Analysis
issn	1085-3375 1687-0409
publishDate	2013-01-01
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.
url	http://dx.doi.org/10.1155/2013/595912
work_keys_str_mv	AT junshanxie secondordermomentconvergenceratesforspectralstatisticsofrandommatrices
_version_	1725559031043457024

Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices

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