Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590): Difference between revisions

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+.0086
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+Q5808640
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+Q4267666
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
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+On asymptotics of eigenvectors of large sample covariance matrix
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+Q4836494
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+Q5804555
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+Large system performance of linear multiuser receivers in multipath fading channels
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups
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+Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
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+On the eigenvectors of large dimensional sample covariance matrices
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+Weak convergence of random functions defined by the eigenvectors of sample covariance matrices
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+The strong limits of random matrix spectra for sample matrices of independent elements
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+Limiting spectral distribution for a class of random matrices
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