学术报告

A Supplement to Jiang’s Limit Laws

发布时间:2019-05-20  阅读次数:788

题目:A Supplement to Jiang's Limit Laws
报告人:Professor Deli LI (加拿大湖首大学 数学科学系)
地点:致远楼101室
时间:2019年5月20日(周一)上午9:30
摘要:Let   be an array of i.i.d. random variables, and let  be a sequence of positive integers such that  is bounded away from 0 and  . The sample correlation matrix  is generated from  , ,  such that   is the Pearson correlation coefficient between   and  . In this talk, we provide a supplement to Jiang's asymptotic distribution of the largest entry  . We show that, for given nondecreasing function   with  ,there exists an array   of symmetric i.i.d. random variables such that   and, for some subsequence   of  ,  almost surely;   does not exist almost surely;  , ,and does not convergence in distribution, where  , 

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