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

Junshan Xie

Abstract and Applied Analysis, 2013, vol. 2013, issue 1

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.

Date: 2013
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https://doi.org/10.1155/2013/595912

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:595912

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