Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413)
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scientific article; zbMATH DE number 6034431
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| English | Limiting spectral distribution of a new random matrix model with dependence across rows and columns |
scientific article; zbMATH DE number 6034431 |
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Limiting spectral distribution of a new random matrix model with dependence across rows and columns (English)
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14 May 2012
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eigenvalue distribution
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limiting spectral distribution
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linear process
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random matrix theory
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random matrix with dependent entries
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sample covariance matrix
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Stieltjes transform
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0.8245788812637329
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0.8130360245704651
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0.8008065819740295
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0.7947576642036438
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0.7919743657112122
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