Exponential inequalities for positively associated random variables and applications.
Xing, Guodong, Yang, Shanchao, Liu, Ailin (2008)
Journal of Inequalities and Applications [electronic only]
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Displaying similar documents to “The rate of convergence for spectra of GUE and LUE matrix ensembles”
Exponential inequalities for positively associated random variables and applications.
On the generalized Favard-Kantorovich and Favard-Durrmeyer operators in exponential function spaces.
Nowak, Grzegorz, Sikorska-Nowak, Aneta (2007)
Journal of Inequalities and Applications [electronic only]
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On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix.
Kösters, Holger (2008)
Electronic Communications in Probability [electronic only]
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Concentration of the spectral measure for large random matrices with stable entries.
Houdré, Christian, Xu, Hua (2008)
Electronic Journal of Probability [electronic only]
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Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble
Friedrich Götze, Alexander Tikhomirov, Dmitry Timushev (2007)
Open Mathematics
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It is shown that the Kolmogorov distance between the expected spectral distribution function of an n × n matrix from the Deformed Gaussian Ensemble and the distribution function of the semi-circle law is of order O(n −2/3+v ).
The Barnes G function and its relations with sums and products of generalized gamma convolution variables.
Nikeghbali, Ashkan, Yor, Marc (2009)
Electronic Communications in Probability [electronic only]
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Derivatives of integrating functions for orthonormal polynomials with exponential-type weights.
Jung, Hee Sun, Sakai, Ryozi (2009)
Journal of Inequalities and Applications [electronic only]
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Sharp estimates for the convergence of the density of the Euler scheme in small time.
Gobet, Emmanuel, Labart, Céline (2008)
Electronic Communications in Probability [electronic only]
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Characteristic polynomials of sample covariance matrices: The non-square case
Holger Kösters (2010)
Open Mathematics
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We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the number of rows and the number of columns tends to infinity. We show that the second-order correlation function of the characteristic polynomial of the sample covariance matrix is asymptotically given by the sine kernel in the bulk of the spectrum and by the Airy kernel at the edge of the spectrum. Similar results...
The probability of large deviations for the sum functions of spacings.
Mirakhmedov, Sherzod Mira'zam (2006)
International Journal of Mathematics and Mathematical Sciences
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Theorems on -dimensional Laplace transforms and their applications.
Dahiya, R.S., Saberi-Nadjafi, Jafar (1999)
Electronic Journal of Differential Equations (EJDE) [electronic only]
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Global attractivity for a differential-difference population model.
Liu, Yuji (2001)
Applied Mathematics E-Notes [electronic only]
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On the characteristic function of a sum of m-dependent random variables.
Rhee, Wansoo T. (1986)
International Journal of Mathematics and Mathematical Sciences
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