论文标题
关于限制块响应经验协方差矩阵的光谱分布
About limiting spectral distributions of block-rescaled empirical covariance matrices
论文作者
论文摘要
我们确定，当尺寸与基础样本量之间的比率收敛到1时，与每个块相对应的样品是独立的时，块响应的经验协方差矩阵的限制光谱分布是Arcsine定律。我们进一步提出了一个猜想，即后一个比率在单位间隔中收敛到常数的情况。
We establish that the limiting spectral distribution of a block-rescaled empirical covariance matrix is an arcsine law when the ratio between the dimension and the underlying sample size converges to 1 and when the samples corresponding to each block are independent. We further propose a conjecture for the cases where the latter ratio converges to a constant in the unit interval.
