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- W4300907554 abstract "For a class of symmetric random matrices whose entries are martingale differences adapted to an increasing filtration, we prove that under a Lindeberg-like condition, the empirical spectral distribution behaves asymptotically similarly to a corresponding matrix with independent centered Gaussian entries having the same variances. Under a slightly reinforced condition, the approximation holds in the almost sure sense. We also point out several sufficient regularity conditions imposed to the variance structure for convergence to the semicircle law or the Marchenko-Pastur law and other convergence results. In the stationary case we obtain a full extension from the i.i.d. case to the martingale case of the convergence to the semicircle law as well as to the Marchenko-Pastur one. Our results are well adapted to study several examples including non linear ARCH infinite random fields." @default.
- W4300907554 created "2022-10-04" @default.
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- W4300907554 date "2013-06-09" @default.
- W4300907554 modified "2023-10-16" @default.
- W4300907554 title "On the universality of spectral limit for random matrices with martingale differences entries" @default.
- W4300907554 doi "https://doi.org/10.48550/arxiv.1306.2048" @default.
- W4300907554 hasPublicationYear "2013" @default.
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