کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4614787 | 1339299 | 2016 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Limiting spectral distribution of Gram matrices associated with functionals of β-mixing processes
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We give asymptotic spectral results for Gram matrices of the form n−1XnXnT where the entries of XnXn are dependent across both rows and columns. More precisely, they consist of short or long range dependent random variables having moments of second order and that are functionals of an absolutely regular sequence. We also give a concentration inequality of the Stieltjes transform and we prove that, under an arithmetical decay condition on the β-mixing coefficients, it is almost surely concentrated around its expectation. Applications to examples of positive recurrent Markov chains and dynamical systems are also given.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 433, Issue 1, 1 January 2016, Pages 416–433
Journal: Journal of Mathematical Analysis and Applications - Volume 433, Issue 1, 1 January 2016, Pages 416–433
نویسندگان
Marwa Banna,