CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size

CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size

Let A = 1/√np(XT X−pIn) where X is a p×n matrix, consisting of independent and identically distributed (i.i.d.) real random variables Xij with mean zero and variance one. When p/n→∞, under fourth moment conditions a central limit theorem (CLT) for linear spectral statistics (LSS) of A defined by the...

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書目詳細資料
Main Authors:	Chen, Binbin, Pan, Guangming
其他作者:	School of Physical and Mathematical Sciences
格式:	Article
語言:	English
出版:	2015
主題:	DRNTU::Science::Physics::Atomic physics
在線閱讀:	https://hdl.handle.net/10356/107446 http://hdl.handle.net/10220/25620
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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