The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Z. D. Bai, Methodologies in spectral analysis of large-dimensional random matrices, a review, Statist. Sinica 9 (1999), no. 3, 611-677, With comments by G. J. Rodgers and Jack W. Silverstein; and a rejoinder by the author. MR1711663
  2. John R. Baxter and Naresh C. Jain, An approximation condition for large deviations and some applications, Convergence in ergodic theory and probability (Columbus, OH, 1993), Ohio State Univ. Math. Res. Inst. Publ., vol. 5, de Gruyter, Berlin, 1996, pp. 63-90. MR1412597
  3. I. Berkes and E. Csáki, A universal result in almost sure central limit theory, Stochastic Process. Appl. 94 (2001), 105-134. MR1835848
  4. Patrick Billingsley, Probability and measure, third ed., Wiley Series in Probability and Mathematical Statistics, John Wiley & Sons Inc., New York, 1995, A Wiley-Interscience Publication. MR1324786 (95k:60001)
  5. Arup Bose, Sourav Chatterjee, and Sreela Gangopadhyay, Limiting spectral distributions of large dimensional random matrices, J. Indian Statist. Assoc. 41 (2003), no. 2, 221-259. MR2101995 (2005f:62027)
  6. Arup Bose and Joydip Mitra, Limiting spectral distribution of a special circulant, Statist. Probab. Lett. 60 (2002), no. 1, 111-120. MR1945684 (2003j:60043)
  7. G.A. Brosamler, An almost sure everywhere central limit theorem, Math. Proc. Cambridge Philos. Soc. 104 (1988), 561-574. MR0957261 (89i:60045)
  8. Amir Dembo and Ofer Zeitouni, Large deviations techniques and applications, second ed., Applications of Mathematics (New York), vol. 38, Springer-Verlag, New York, 1998. MR1619036 (99d:60030)
  9. Gilles Fay and Philippe Soulier, The periodogram of an i.i.d. sequence, Stochastic Process. Appl. 92 (2001), 315--343. MR1817591 (2001m:62100)
  10. Ion Grama and Michael Nussbaum, A functional Hungarian construction for sums of independent random variables, Ann. Inst. H. Poincaré Probab. Statist. 38 (2002), no. 6, 923-957, En l'honneur de J. Bretagnolle, D. Dacunha-Castelle, I. Ibragimov. MR1955345 (2004c:60096)
  11. Fumio Hiai and Dénes Petz, The semicircle law, free random variables and entropy, Mathematical Surveys and Monographs, vol. 77, American Mathematical Society, Providence, RI, 2000. MR1746976 (2001j:46099)
  12. Tiefeng Jiang, Maxima of entries of Haar distributed matrices, Probab. Theory Related Fields 131 (2005), no. 1, 121-144. MR2105046 (2005i:60013)
  13. Piotr Kokoszka and Thomas Mikosch, The periodogram at the Fourier frequencies, Stochastic Process. Appl. 86 (2000), no. 1, 49-79. MR1741196 (2000k:62174)
  14. M. T. Lacey and W. Phillip, A note on the almost sure central limit theorem, Statist. Probab. Lett. 9 (1990), 201-205. MR1045184 (91e:60100)
  15. Russell Lyons, Strong laws of large numbers for weakly correlated random variables, Michigan Math. J. 35 (1988), no. 3, 353-359. MR0978305 (90d:60038)
  16. Peter March and Timo Seppäläinen, Large deviations from the almost everywhere central limit theorem, J. Theoret. Probab. 10 (1997), no. 4, 935-965. MR1481655 (98m:60040)
  17. Adam Massey, Steven J. Miller, and John Sinsheimer, Distribution of Eigenvalues of Real Symmetric Palindromic Toeplitz Matrices and Circulant Matrices, Journ. Theoret. Probab. (2005), (to appear), arXiv:math.PR/0512146.
  18. Luca Pratelli Patrizia Berti and Pietro Rigo, Almost sure weak convergence of random probability measures, Stochastics: An International Journal of Probability and Stochastic Processes 78 (2006), 91-97. MR2236634
  19. A. I. Sakhanenko, Rate of convergence in the invariance principle for variables with exponential moments that are not identically distributed, Limit theorems for sums of random variables, Trudy Inst. Mat. (English translation in: Limit theorems for sums of random variables, eds. Balakrishna and A.A.Borovkov. Optimization Software, New York, 1985.), vol. 3, ``Nauka'' Sibirsk. Otdel., Novosibirsk, 1984, pp. 4-49. MR0749757 (86g:60047)
  20. A. I. Sakhanenko, On the accuracy of normal approximation in the invariance principle [translation of Trudy Inst. Mat. (Novosibirsk) 13 (1989), Asimptot. Analiz Raspred. Sluch. Protsess., 40-66; MR 91d:60082], Siberian Adv. Math. 1 (1991), no. 4, 58-91, Siberian Advances in Mathematics. MR1138005
  21. P. Schatte, On strong versions of the almost sure central limit theorem, Math. Nachr. 137 (1988), 249-256. MR0968997 (89i:60070)


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.