On the spectral density of large sample covariance matrices with Markov dependent columns (Q2923172)
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scientific article; zbMATH DE number 6355905
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| English | On the spectral density of large sample covariance matrices with Markov dependent columns |
scientific article; zbMATH DE number 6355905 |
Statements
15 October 2014
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dependent entries
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Markov chains
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Pastur-Marčenko law
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random matrix
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sample covariance matrix
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0.9238683
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0.9163736
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0.9083482
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0.9018421
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0.90122104
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0.90105814
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0.89897156
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0.8934716
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0.8932035
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0.8920635
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On the spectral density of large sample covariance matrices with Markov dependent columns (English)
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