Abstract and Applied Analysis

Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices

Junshan Xie

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Abstract

This paper considers the precise asymptotics of the spectral statistics of random matrices. Following the ideas of Gut and Spătaru (2000) and Liu and Lin (2006) on the precise asymptotics of i.i.d. random variables in the context of the complete convergence and the second-order moment convergence, respectively, we will establish the precise second-order moment convergence rates of a type of series constructed by the spectral statistics of Wigner matrices or sample covariance matrices.

Article information

Source
Abstr. Appl. Anal., Volume 2013 (2013), Article ID 595912, 7 pages.

Dates
First available in Project Euclid: 27 February 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1393512148

Digital Object Identifier
doi:10.1155/2013/595912

Mathematical Reviews number (MathSciNet)
MR3132527

Zentralblatt MATH identifier
07095150

Citation

Xie, Junshan. Second-Order Moment Convergence Rates for Spectral Statistics of Random Matrices. Abstr. Appl. Anal. 2013 (2013), Article ID 595912, 7 pages. doi:10.1155/2013/595912. https://projecteuclid.org/euclid.aaa/1393512148


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