Banna, Marwa; Merlevède, Florence; Peligrad, Magda - In: Stochastic Processes and their Applications 125 (2015) 7, pp. 2700-2726
For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with the same covariance structure. This class contains both...