The convergence on spectrum of sample covariance matrices for information-plus-noise type data

DOI10.1007/s11766-012-2818-7zbMath1265.15055MaRDI QIDQ1931150

Junshan Xie

Publication date: 24 January 2013

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-012-2818-7

zbMATH Keywords

Stieltjes transform; random matrices; sample covariance matrix; limiting spectral distribution

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

60F15: Strong limit theorems

15B52: Random matrices (algebraic aspects)

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