A new method for bounding rates of convergence of empirical spectral distribution

Chatterjee, SBose, A2012-01-012012-01-012004Journal of theoretical probability,V17,4,p1003-1019http://hdl.handle.net/10263/2693enLarge dimensional random matrixEigenvaluesLimiting spectral distributionSemi circular lawWigner matrixSample variance covriance matrixToeplitz matrixMoment methodStieltjes transformRandom probabilityNormal approximationA new method for bounding rates of convergence of empirical spectral distributionArticle