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

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  • Junshan Xie

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.

Suggested Citation

  • Junshan Xie, 2013. "Second‐Order Moment Convergence Rates for Spectral Statistics of Random Matrices," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    • Handle: RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:595912
    DOI: 10.1155/2013/595912
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    References listed on IDEAS

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    1. Liu, Weidong & Lin, Zhengyan, 2006. "Precise asymptotics for a new kind of complete moment convergence," Statistics & Probability Letters, Elsevier, vol. 76(16), pages 1787-1799, October.
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