The limiting spectral distribution function of large dimensional random matrices of sample covariance type

1998 ◽  
Vol 5 (2) ◽  
pp. 423-432
Author(s):  
Sang -Il Choi
Keyword(s):  
Distribution Function ◽  
Random Matrices ◽  
Spectral Distribution ◽  
Limiting Spectral Distribution ◽  
Spectral Distribution Function ◽  
Sample Covariance

scholarly journals On a Necessary Condition for the Sample Path Continuity of Weakly Stationary Processes

1970 ◽  
Vol 38 ◽  
pp. 103-111 ◽  
Author(s):  
Izumi Kubo
Keyword(s):  
Distribution Function ◽  
Asymptotic Behavior ◽  
Spectral Distribution ◽  
Covariance Function ◽  
Stationary Process ◽  
Sufficient Conditions ◽  
Sample Path ◽  
Necessary Condition ◽  
Stationary Processes ◽  
Spectral Distribution Function

We shall discuss the sample path continuity of a stationary process assuming that the spectral distribution function F(λ) is given. Many kinds of sufficient conditions have been given in terms of the covariance function or the asymptotic behavior of the spectral distribution function.

scholarly journals Convergence of the empirical spectral distribution function of Beta matrices

Bernoulli ◽  
2015 ◽  
Vol 21 (3) ◽  
pp. 1538-1574 ◽  
Author(s):  
Zhidong Bai ◽  
Jiang Hu ◽  
Guangming Pan ◽  
Wang Zhou
Keyword(s):  
Distribution Function ◽  
Spectral Distribution ◽  
Empirical Spectral Distribution ◽  
Spectral Distribution Function
Sign in / Sign up

Export Citation Format

Share Document