No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (Q1307081): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q187919 |
||
| Property / author | |||
| Property / author: Zhi-Dong Bai / rank | |||
Revision as of 15:05, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices |
scientific article |
Statements
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (English)
0 references
27 October 1999
0 references
random matrix
0 references
empirical distribution function of eigenvalues
0 references
Stieltjes transform
0 references
