The convergence on spectrum of sample covariance matrices for information-plus-noise type data

DOI10.1007/s11766-012-2818-7zbMath1265.15055OpenAlexW2139396647MaRDI QIDQ1931150

Junshan Xie

Publication date: 24 January 2013

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-012-2818-7

zbMATH Keywords

Stieltjes transformrandom matricessample covariance matrixlimiting spectral distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

Related Items (1)

SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES

Cites Work

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• On limit theorem for the eigenvalues of product of two random matrices
• Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
• Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
• On the empirical distribution of eigenvalues of a class of large dimensional random matrices
• Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
• On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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