Atlas home || Conferences | Abstracts | about Atlas

International Conference on Statistics, Combinatorics and Related Areas and the Eighth International Conference of Forum for Interdisciplinary Mathematics
December 19-21, 2001
School of Mathematics and Applied Statistics, University of Wollongong
Wollongong, NSW, Australia

Organizers
Satya N. Mishra (University of South Alabama), Chandra M. Gulati (University of Wollongong)

View Abstracts
Conference Homepage

Convergence Rate for Spectral Distributions of Large Dimensional Random Matrices
by
Z. D. Bai
Dept. of Stat. & Applied Probability, National University of Singapore

In this talk, I will introduce some Berry-Esseen type inequalities in terms of Stieltjes transforms which provide a methodology to evaluate the convergence rate of empirical spectral distributions of large dimensional random matrices as well as some results on the convergence rates for large Wigner matrix and large sample covariance matrix.

I will also introduce some applications of these inequalities to certain related areas, such as the applications to the exact spectrum separation of large sample covariance matrices, to the limiting distributions of rates of polynomials truncated from some analytic functions, etc.

Date received: September 10, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cagd-61.