This note outlines the steps for proving that the moments of a randomly-selected subset of a general ETF (complex, with aspect ratio $0<\gamma<1$) converge to the corresponding MANOVA moments. We bring here an extension for the proof of the 'Kesten-Mckay' moments (real ETF, $\gamma=1/2$) \cite{magsino2020kesten}. In particular, we establish a recursive computation of the $r$th moment, for $r = 1,2,\ldots$, and verify, using a symbolic program, that the recursion output coincides with the MANOVA moments.
翻译:本说明概述了用于证明随机选择的一般 ETF 子集( 复合, 方位比率为 0. ⁇ gamma < 1 $ ) 的瞬间与相应的 MANOVA 瞬间相融合的步骤 。 我们在此带来一个“ Kesten- Mckay ” 时( 真实 ETF, $\ gamma= 1/2 $ )\ cite{magsino2020Kessten} 。 特别是, 我们为 $ = 1,\ doldots $ 的时段设定一个递归计算, 并使用一个符号程序验证递归输出与 MANOVA 时相吻合 。