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Showing 2006 · math.PRShow all
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math.PR2006★ 19 cited
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…
math.PR2006
The Limiting Spectra of Girko's Block-Matrix
Tamer Oraby
To analyze the limiting spectral distribution of some random block-matrices, Girko [Girko, 2000] uses a system of canonical equations from [Girko, 98]. In this paper, we use the me…