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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 311, Pages 92–123 (Mi znsl790)  
This article is cited in 10 scientific papers (total in 10 papers)

Limit theorems for spectra of positive random matrices under dependence

F. Götzea, A. N. Tikhomirovbc

a Bielefeld University
b Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
c Syktyvkar State University
Full-text PDF (291 kB) Citations (10)
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Abstract: We study classical ensembles of sample covariance matrices introduced by Wishart. We discuss Stein's method for the asymptotic approximation of expectations of functions of the normalized eigenvalue counting measure of high dimensional matrices. The method is based on a differential equation for the density of the Marchenko–Pastur law.
Received: 10.03.2004
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 133, Issue 3, Pages 1257–1276
DOI: https://doi.org/10.1007/s10958-006-0035-8
Bibliographic databases:
UDC: 519.2
Language: English
Citation: F. Götze, A. N. Tikhomirov, “Limit theorems for spectra of positive random matrices under dependence”, Probability and statistics. Part 7, Zap. Nauchn. Sem. POMI, 311, POMI, St. Petersburg, 2004, 92–123; J. Math. Sci. (N. Y.), 133:3 (2006), 1257–1276
Citation in format AMSBIB
\Bibitem{GotTik04}
\by F.~G\"otze, A.~N.~Tikhomirov
\paper Limit theorems for spectra of positive random matrices under dependence
\inbook Probability and statistics. Part~7
\serial Zap. Nauchn. Sem. POMI
\yr 2004
\vol 311
\pages 92--123
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl790}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2092202}
\zmath{https://zbmath.org/?q=an:1075.60017}
\elib{https://elibrary.ru/item.asp?id=9129761}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 133
\issue 3
\pages 1257--1276
\crossref{https://doi.org/10.1007/s10958-006-0035-8}
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    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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