کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155876 | 958780 | 2012 | 25 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Convergence rates to the Marchenko–Pastur type distribution
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Convergence rates to the Marchenko–Pastur type distribution Convergence rates to the Marchenko–Pastur type distribution](/preview/png/1155876.png)
چکیده انگلیسی
Sn=1nTn1/2XnXn∗Tn1/2, where Xn=(xij) is a p×np×n matrix consisting of independent complex entries with mean zero and variance one, Tn is a p×pp×p nonrandom positive definite Hermitian matrix with spectral norm uniformly bounded in pp. In this paper, if supnsupi,jE∣xij8∣<∞ and yn=p/n<1yn=p/n<1 uniformly as n→∞n→∞, we obtain that the rate of the expected empirical spectral distribution of Sn converging to its limit spectral distribution is O(n−1/2)O(n−1/2). Moreover, under the same assumption, we prove that for any η>0η>0, the rates of the convergence of the empirical spectral distribution of Sn in probability and the almost sure convergence are O(n−2/5)O(n−2/5) and O(n−2/5+η)O(n−2/5+η) respectively.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 1, January 2012, Pages 68–92
Journal: Stochastic Processes and their Applications - Volume 122, Issue 1, January 2012, Pages 68–92
نویسندگان
Zhidong Bai, Jiang Hu, Wang Zhou,