Convergence rate of expected spectral distributions of large random matrices
Convergence rate of expected spectral distributions of large random matrices
复制标题
DOI：
10.1142/9789812793096_0010
复制
发表时间：
2008-02
期刊：
影响因子：
--
通讯作者：
Z. Bai
中科院分区：
文献类型：
--
作者：
Z. Bai
在本文中，我们将发展某些不等式，以限制分布之间的差异，根据他们的斯蒂尔捷斯变换。利用这些不等式，建立了高维Wigner矩阵和样本协方差矩阵的期望谱分布的收敛速度。本文分为两部分。这是第一部分，主要建立Wigner矩阵的基本不等式和收敛速度。
In this paper, we shall develop certain inequalities to bound the difference between distributions in terms of their Stieltjes transforms. Using these inequalities, convergence rates of expected spectral distributions of large dimensional Wigner and sample covariance matrices are established. The paper is organized into two parts. This is the fist part, which is devoted to establishing the basic inequalities and a convergence rate for Wigner matrices.