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7 papers · 1 filter
Compound real Wishart and q-Wishart matrices
Wlodek Bryc
We introduce a family of matrices with non-commutative entries that generalize the classical real Wishart matrices. With the help of the Brauer product, we derive a non-asymptotic…
On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion
Magda Peligrad, Sunder Sethuraman
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/…
The spectral laws of Hermitian block-matrices with large random blocks
Tamer Oraby
We are going to study the limiting spectral measure of fixed dimensional Hermitian block-matrices with large dimensional Wigner blocks. We are going also to identify the limiting s…
Asymptotic normality for traces of polynomials in independent complex Wishart matrices
Wlodek Bryc
We derive a non-asymptotic expression for the moments of traces of monomials in several independent complex Wishart matrices, extending some explicit formulas available in the lite…
Invariance principle for stochastic processes with short memory
Magda Peligrad, Sergey Utev
In this paper we give simple sufficient conditions for linear type processes with short memory that imply the invariance principle. Various examples including projective criterion…
A new maximal inequality and invariance principle for stationary sequences
Magda Peligrad, Sergey Utev
We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply i…