Spectra of infinite-dimensional sample covariance matrices
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Publication:1047051
DOI10.1007/s11232-006-0107-4zbMath1177.82065MaRDI QIDQ1047051
Publication date: 3 January 2010
Published in: Theoretical and Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11232-006-0107-4
spectra of random matrices; spectra of infinite-dimensional random matrices; spectral functions of sample covariance matrices
15A18: Eigenvalues, singular values, and eigenvectors
82B41: Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics
Cites Work
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- Convergence rate of the expected spectral functions of symmetric random matrices is equal to o (n-1/2)
- Theory of essentially multivariate statistical analysis
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES