On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix

Probabilistic methods, stochastic differential equations (65C99) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Stochastic approximation (62L20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Stochastic approximation methods for constrained and unconstrained systems
Method of stochastic approximation in the determination of the largest eigenvalue of the mathematical expectation of random matrices
On the generalized Karhunen-Loeve expansion (Corresp.)
Computational aspects of F. L. Bauer's simultaneous iteration method
An analysis of convergence for a learning version of the subspace method

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Near-optimal stochastic approximation for online principal component estimation

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