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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