Bose, ArupChatterjee, SouravGangopadhyay, Sreela2012-01-012012-01-012003Journal of indian statistical association,V41,2,p221-259http://hdl.handle.net/10263/2691enLarge dimensional random matrixEigenvaluesLimiting spectral distributionSemicircular lawCircular lawWigner matrixSample varianceCovariance matrixF matrixToeplitz matrixMoment methodRandom probabilityBrownian motionNormal approximationLimiting spectral distribution of large dimensional random matricesArticle