Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
From MaRDI portal
Publication:2031010
DOI10.1007/s10959-020-00999-xzbMath1483.60044MaRDI QIDQ2031010
Hui Jiang, Shaochen Wang, Wang Zhou
Publication date: 8 June 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-020-00999-x
60B20: Random matrices (probabilistic aspects)
60G50: Sums of independent random variables; random walks
60F10: Large deviations