Empirical correlation operator and many-dimensional Hermite polynomials

DOI10.1007/BF01061448MaRDI QIDQ1336014zbMATH OpenFDO

Authors V. I. Stepakhno

Publication date 10 November 1994

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

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)

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Cites work

• scientific article; zbMATH DE number 3936188 (Why is no real title available?)
• A central limit theorem for Hermitian polynomials of independent Gaussian variables
• Generalization of Hermite polynomials
• On the limit of the largest eigenvalue of the large dimensional sample covariance matrix

Cited in

(2)

• Multicritical microscopic spectral correlators of Hermitian and complex matrices
• scientific article; zbMATH DE number 758241 (Why is no real title available?)

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