A new methods for bounding rates of convergence of empirical spectral distributions

Chatterjee, SBose, A2012-11-072012-11-072004-10Journal of Theoretical Probality, v 17, no. 4, p 1003-1019http://hdl.handle.net/10263/4715enLarge dimensional random matrixEigenvaluesLimiting spectral distributionSemicircular lawWigner matrixMoment methodRandom probabilityNormal approximationStieltjes transformCovariance matrixToeplitz matrixA new methods for bounding rates of convergence of empirical spectral distributionsArticle