On the sharpness of asymptotic expressions for the spectral functions of empirical covariance matrices (Q4872709)
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scientific article; zbMATH DE number 859551
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| English | On the sharpness of asymptotic expressions for the spectral functions of empirical covariance matrices |
scientific article; zbMATH DE number 859551 |
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On the sharpness of asymptotic expressions for the spectral functions of empirical covariance matrices (English)
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29 July 1996
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spectrum
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asymptotic expressions
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spectral functions
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random matrices
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sample covariance matrices
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limit formulae
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convergence
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resolvents
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0.8389156460762024
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