The convergence on spectrum of sample covariance matrices for information-plus-noise type data (Q1931150): Difference between revisions

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+https://doi.org/10.1007/s11766-012-2818-7
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+W2139396647
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+Normal rank
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+On limit theorem for the eigenvalues of product of two random matrices
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+Q3551026
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+Normal rank
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+On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
+Normal rank
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+Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
+Normal rank
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+Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
+Normal rank
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+Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
+Normal rank