Empirical correlation operator and many-dimensional Hermite polynomials

DOI10.1007/BF01061448zbMATH Open0812.60012MaRDI QIDQ1336014FDOQ1336014

Authors: V. I. Stepakhno 

Publication date: 10 November 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

asymptotic propertiesprojection operatormultivariate Hermite polynomialscorrelation operatorvector Hermite polynomials

Mathematics Subject Classification ID

Multivariate analysis (62H99) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
• Generalization of Hermite polynomials
• Title not available (Why is that?)
• A central limit theorem for Hermitian polynomials of independent Gaussian variables

Cited In (2)

• Multicritical microscopic spectral correlators of Hermitian and complex matrices
• Title not available (Why is that?)

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