Approximation to stable law by the Lindeberg principle

2019/07/11 by Peng Chen, Lihu Xu
Mathematics · Economics, Econometrics and Finance · #Random Matrices and Applications #Stochastic processes and financial applications #Markov Chains and Monte Carlo Methods

paper · doi:10.1016/j.jmaa.2019.07.028

Citations

• Random matrices: Universality of local eigenvalue statistics