The smallest eigenvalue of a large dimensional Wishart matrix

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Publication:1074943


DOI10.1214/aop/1176992819zbMath0591.60025MaRDI QIDQ1074943

Jack W. Silverstein

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992819


62H99: Multivariate analysis

60F15: Strong limit theorems

15B52: Random matrices (algebraic aspects)


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