skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.

Explore Research Products in the PAR
It may take a few hours for recently added research products to appear in PAR search results.


  • Home
  • Search Results
  • Page 1 of 1

Search for: All records

Creators/Authors contains: "Merlevède, F."

Note: When clicking on a Digital Object Identifier (DOI) number, you will be taken to an external site maintained by the publisher. Some full text articles may not yet be available without a charge during the embargo (administrative interval).
What is a DOI Number?

Some links on this page may take you to non-federal websites. Their policies may differ from this site.

  1. ; ; ; (, The Annals of Probability)
    Full Text Available 
  2. ; ; ; (, Comptes rendus mathematiques de lAcademie des sciences)
    Full Text Available 
  3. ; (, Progress in probability)
    This paper has double scope. In the first part we study the limiting eigenvalue distribution of a n×n symmetric matrix with dependent entries. For a class of generalized martingales we show that the asymptotic behavior of the empirical spectral distributions depends only on the covariance structure. Applications are given to strongly mixing random fields. The technique is based on a blend of blocking procedure, martingale techniques and multivariate Lindeberg's method. This means that, for this class, the study of limiting eigenvalue distribution is reduced to the Gaussian case. The second part of the paper contains a survey of several old and new asymptotic results for the eigenvalue distributions for Gaussian processes, which can be combined with our universality results. 
    more » « less
    Full Text Available