Exact separation of eigenvalues of large dimensional noncentral sample covariance matrix

DOI10.1007/S11425-024-2399-3MaRDI QIDQ7255317zbMATH OpenFDO

Authors Huanchao Zhou, Zhidong Bai, Jiang Hu, Jack W. Silverstein

Publication date 29 May 2026

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11425-024-2399-3

zbMATH Keywords

eigenvalueslimiting spectral distributionsample covariance matrixStieltjes transform

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites work

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