Spectral convergence for a general class of random matrices

DOI10.1016/J.SPL.2011.01.004zbMath1214.15022OpenAlexW2021883397MaRDI QIDQ633054

Juan-Miguel Gracia

Publication date: 31 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.004

zbMATH Keywords

multivariate statisticsrandom matrixsignal processingsample covariance matrixseparable covariance modelStieljes transform

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

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• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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