No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices

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DOI10.1214/aop/1022855421zbMath0937.60017OpenAlexW1971523416MaRDI QIDQ1307081

Jack W. Silverstein, Zhi-Dong Bai

Publication date: 27 October 1999

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

Full work available at URL: https://doi.org/10.1214/aop/1022855421

zbMATH Keywords

Stieltjes transform random matrix empirical distribution function of eigenvalues

Mathematics Subject Classification ID

Multivariate analysis (62H99) Strong limit theorems (60F15)

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