1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2012
A phase transition for the limiting spectral density of random matrices
Olga Friesen, Matthias Löwe
We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independen…
math.PR2012
Gaussian Fluctuations for Sample Covariance Matrices with Dependent Data
Olga Friesen, Matthias Löwe, Michael Stolz
It is known (Hofmann-Credner and Stolz (2008)) that the convergence of the mean empirical spectral distribution of a sample covariance matrix W_n = 1/n Y_n Y_n^t to the Marčenko-Pa…
math.PR2012★ 1 cited
On the Spectral Density of Large Sample Covariance Matrices with Markov Dependent Columns
Olga Friesen, Matthias Löwe
We investigate the spectral distribution of large sample covariance matrices with independent columns and entries in the columns that stem from Markov chains. We characterize the l…