| 一类随机矩阵经验分布的强收敛性 |
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| 引用本文： | 梁庆文,缪柏其,王大鹏. 一类随机矩阵经验分布的强收敛性[J]. 数学季刊, 2006, 21(1): 28-32 |
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| 作者姓名： | 梁庆文 缪柏其 王大鹏 |
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| 作者单位： | Department of Statistics and Finance，University of Science and Technology of China，Hefei 230026，China;Key Lab of Intelligent Computing and Signal Processing of the Ministry of Education，Anhui University，Hefei 230026，China |
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| 基金项目： | Supported by the NNSF of China(10471135) |
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| 摘 要： | Let {vij}, i, j = 1, 2,…, be i.i.d. random variables with Ev11= 0, Ev112=1 and ai = (ai1,…,aiM) be random vectors with {aij} being i.i.d. random variables. Define XN=(x1,…, XK) and SN= XNXNT, where The spectral distribution of SN is proven to converge, with probability one, to a nonrandom distribution function under mild conditions.
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| 关 键 词： | 协方差矩阵样本 经验光谱分布函数 Stieltjes变换 强会聚 |
Strong Convergence of Empirical Distribution for a Class of Random Matrices |
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| LIANG Qing-wen,MIAO Bai-qi,WANG Da-peng. Strong Convergence of Empirical Distribution for a Class of Random Matrices[J]. Chinese Quarterly Journal of Mathematics, 2006, 21(1): 28-32 |
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| Authors: | LIANG Qing-wen MIAO Bai-qi WANG Da-peng |
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| Affiliation: | [1]Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China; [2]Key Lab of intelligent Computing and Signal Processing of the Ministry of Education, AnhuiUniversity, Hefei 230026, China |
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| Abstract: | |
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| Keywords: | empirical spectral distribution function sample covariance matrix Stieltjes transform strong convergence |
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