No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (Q1307081): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aop/1022855421 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1971523416 / rank | |||
Normal rank | |||
Revision as of 20:33, 19 March 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
